Jun Wang

Economics and Econometrics · with Chau · 2014–2020

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 51 citations into it
• Finance — 20 citations into it

Whom Jun Wang trusts overall

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

1. P. Giot
2. Huseyin Gulen

Papers from Jun Wang's perspective

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

1. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
2. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
3. Multivariate GARCH Models: A Survey
4. Market Models: A Guide to Financial Data Analysis
5. Precarious Politics and Return Volatility
6. Stock Index Futures Trading and Volatility in International Equity Markets
7. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
8. The Impact of Terrorism on Financial Markets: An Empirical Study
9. Small sample properties of GARCH estimates and persistence
10. A Comparative Literature Survey of Islamic Finance and Banking

Their papers

• Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries (2014) — 259 citations
• Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains (2020) — 112 citations