Stephen Chan

Economics and Econometrics · 2017–2019

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 32 citations into it; #17,180 of 23,481 by trust here, #15,581 by citations
• Finance — 23 citations into it; #7,941 of 10,518 by trust here, #6,419 by citations
• Information Systems — 15 citations into it

Whom Stephen Chan trusts overall

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

1. Tim Bollerslev
2. Michael Mcaleer
3. Paraskevi Katsiampa
4. Hirotugu Akaike
5. Peter F. CHRISTOFFERSENti
6. S. Ling

Who trusts Stephen Chan overall

1. Paraskevi Katsiampa
2. Tony Klein
3. T. Walther

Papers from Stephen Chan's perspective

Ordered by how strongly the researchers Stephen Chan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
3. Volatility estimation for Bitcoin: A comparison of GARCH models
4. Estimating the Dimension of a Model
5. A new look at the statistical model identification
6. A One Line Derivation of EGARCH
7. EVALUATING INTERVAL FORECASTS
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Separating Microstructure Noise from Volatility
10. Semiparametric ARCH models

Their papers

• GARCH Modelling of Cryptocurrencies (2017) — 330 citations
• The adaptive market hypothesis in the high frequency cryptocurrency market (2019) — 121 citations