Hsien-Tang Tsai

Economics and Econometrics · 2007–2008

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Hsien-Tang Tsai trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. P. Giot
  4. J. Cabedo

Who trusts Hsien-Tang Tsai overall

  1. Yue‐Jun Zhang
  2. Youguo Zhang
  3. Sang Hoon Kang

Papers from Hsien-Tang Tsai's perspective

Ordered by how strongly the researchers Hsien-Tang Tsai trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Modeling and forecasting petroleum futures volatility
  3. Value at Risk: Theory and Practice
  4. Market risk in commodity markets: a VaR approach
  5. Estimating oil price ‘Value at Risk’ using the historical simulation approach
  6. Energy risk management and value at risk modeling
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers