Hangsheng Wang
Finance · with Härdle · 2019
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 11 citations into it
- Statistics and Probability — 8 citations into it
Whom Hangsheng Wang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Hangsheng Wang's perspective
Ordered by how strongly the researchers Hangsheng Wang trusts endorse each paper. Same corpus, a different order for every researcher.
- Hierarchical Modeling and Analysis for Spatial Data
- Quantile Autoregression
- Statistics for Spatio-Temporal Data
- The Network Origins of Aggregate Fluctuations
- Gravity Redux: Measuring International Trade Costs with Panel Data (Social Science Research Network)
- Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- TENET: Tail-Event driven NETwork risk
- Quantile Correlations and Quantile Autoregressive Modeling
- Covariance Regression Analysis
Their papers
- Network quantile autoregression (2019) — 87 citations