Wan-Jiun Paul Chiou

Finance · 2012–2020

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 30 citations into it
• Economics and Econometrics — 24 citations into it

Whom Wan-Jiun Paul Chiou 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

Papers from Wan-Jiun Paul Chiou's perspective

Ordered by how strongly the researchers Wan-Jiun Paul Chiou trusts endorse each paper. Same corpus, a different order for every researcher.

1. Extreme Correlation of International Equity Markets
2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
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. Measuring financial contagion:a copula approach

Their papers

• Portfolio models with return forecasting and transaction costs (2020) — 51 citations
• Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets (2012) — 55 citations