Qi'an Chen

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it
• Economics and Econometrics — 5 citations into it

Whom Qi'an Chen trusts overall

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

1. Tim Bollerslev
2. Jeremy Berkowitz
3. Chris Brooks
4. Dimitris Nicolas Politis
5. Kjersti Aas
6. Jeroen Kerkhof
7. P. R. Hansen
8. Joseph P. Romano
9. Bertrand Melenberg
10. Ingrid Hobæk Haff

Who trusts Qi'an Chen overall

1. M. Nieto

Papers from Qi'an Chen's perspective

Ordered by how strongly the researchers Qi'an Chen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. The stationary bootstrap
3. Backtesting for Risk-Based Regulatory Capital
4. Order-Based Dependent Dirichlet Processes
5. Testing Density Forecasts, With Applications to Risk Management
6. A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate
7. The Model of Confidence
8. The Model Confidence Set ∗
9. The Generalized Hyperbolic Skew Student’s t-Distribution
10. Financial Risk Management with Bayesian Estimation of GARCH Models

Their papers

• The Two-sided Weibull Distribution and Forecasting Financial Tail Risk (2013) — 58 citations