Yuanyuan Zhang

Economics and Econometrics · with Chan · 2018–2019

A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 27 citations into it
• Finance — 19 citations into it

Whom Yuanyuan Zhang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jeremy Berkowitz
2. C. Anderson‐Cook
3. Juan-Carlos Escanciano
4. B. Candelon
5. Jose Olmo
6. Peter F. Christoffersen
7. Gilbert Colletaz
8. Denis Pelletier
9. Christophe Hurlin

Papers from Yuanyuan Zhang's perspective

Ordered by how strongly the researchers Yuanyuan Zhang trusts endorse each paper. Same corpus, a different order for every researcher.

1. Quantitative Risk Management: Concepts, Techniques, and Tools
2. Testing Density Forecasts, With Applications to Risk Management
3. Evaluating Value-at-Risk Models with Desk-Level Data (Management Sciences)
4. ROBUST BACKTESTING TESTS FOR VALUE-AT-RISK MODELS
5. Backtesting value-at-risk : a GMM duration-based test
6. Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice
7. Backtesting Parametric Value-at-Risk With Estimation Risk
8. Asymptotic Inference about Predictive Ability
9. Value at Risk: The New Benchmark for Managing Financial Risk
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• The adaptive market hypothesis in the high frequency cryptocurrency market (2019) — 121 citations
• A review of backtesting for value at risk (2018) — 49 citations