S. Chen
Finance · with Tang · 2005–2007
A researcher in the Science corpus: 5 papers; trusts 36 researchers and is trusted by 34 researchers here, as inferred from the citation graph.
Subfields
- Finance — 32 citations into it; #1,145 of 10,518 by trust here, #3,667 by citations
- Statistics and Probability — 26 citations into it; #3,294 of 12,932 by trust here, #6,080 by citations
- Economics and Econometrics — 14 citations into it; #7,449 of 23,481 by trust here, #17,346 by citations
- Management Science and Operations Research — 9 citations into it; #3,563 of 11,946 by trust here, #8,469 by citations
Whom S. Chen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Olivier Scaillet
- Bernard Walter Silverman
- Jean-David Fermanian
- Shakeeb Khan
- M. Carrasco
- Joel L. Horowitz
- Tim Bollerslev
- Wolfgang Karl Härdle
- Ernst Eberlein
- Jay Breidt
Who trusts S. Chen overall
- Zongwu Cai
- James W. Taylor
- M. Nieto
- Jeroen Kerkhof
- Xiao Bing Zhao
- Carol Alexander
- U. F. ABDUL RAUF
- Holger Dette
- Wenceslao González-Manteiga
- Gery Geenens
Papers from S. Chen's perspective
Ordered by how strongly the researchers S. Chen trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Density Estimation for Statistics and Data Analysis
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Sieve empirical likelihood ratio tests for nonparametric functions
- Estimating the Dimension of a Model
- Time Series: Theory and Methods
- Generalized likelihood ratio statistics and Wilks phenomenon
- Advances in Econometrics: Kernel estimators of regression functions
- Value at Risk: The New Benchmark for Managing Financial Risk
Their papers
- Nonparametric estimation of copula functions for dependence modelling (2007) — 197 citations
- Nonparametric Inference of Value-at-Risk for Dependent Financial Returns (2005) — 176 citations
- Nonparametric Estimation of Expected Shortfall (2007) — 173 citations
- A Test for model specification of diffusion processes (2007) — 81 citations
- Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model (2005) — 48 citations