Chin-Wen Huang

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 24 citations into it
• Economics and Econometrics — 22 citations into it

Whom Chin-Wen Huang trusts overall

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

1. Robert F. Engle
2. Umberto Cherubini
3. Alexander J. McNeil
4. Alexandra Dias
5. Elisa Luciano
6. Paul Embrechts
7. Andrew J. Patton

Papers from Chin-Wen Huang's perspective

Ordered by how strongly the researchers Chin-Wen Huang trusts endorse each paper. Same corpus, a different order for every researcher.

1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
2. Extreme Correlation of International Equity Markets
3. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
4. Testing and Valuing Dynamic Correlations for Asset Allocation
5. Dynamic Conditional Correlation
6. The Copula-GARCH model of conditional dependencies: An international stock market application
7. Asymmetric Correlations of Equity Portfolios
8. Estimation of Copula-Based Semiparametric Time Series Models
9. Dynamic copula models for multivariate high-frequency data in finance
10. Copula Methods in Finance: Cherubini/Copula

Their papers

• Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets (2012) — 55 citations