C. Kuan
Finance · 1994–2010
A researcher in the Science corpus: 7 papers; trusts 21 researchers and is trusted by 24 researchers here, as inferred from the citation graph.
Subfields
- Finance — 20 citations into it; #1,985 of 10,518 by trust here, #2,951 by citations
- Economics and Econometrics — 19 citations into it; #4,173 of 23,481 by trust here, #7,434 by citations
- Management Science and Operations Research — 6 citations into it
- Statistics and Probability — 5 citations into it; #6,060 of 12,932 by trust here, #8,279 by citations
Whom C. Kuan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Yoon-Jae Whang
- James W. Taylor
- Roger W. Koenker
- Yacine Aït-Sahalia
- Ignacio N. Lobato
- Yi-Ting Chen
- G. Bassett
- Clive W. J. Granger
- Andrew W. Lo
- Dimitris Nicolas Politis
Who trusts C. Kuan overall
- Victor Troster
- Markus Pauly
- Juan-Carlos Escanciano
- Saeed Moshiri
- Zhijie Xiao
- Shiu‐Sheng Chen
- Alexander Aue
- Ramazan Gencay
- Carlos Velasco
- F. Foroutan
Papers from C. Kuan's perspective
Ordered by how strongly the researchers C. Kuan trusts endorse each paper. Same corpus, a different order for every researcher.
- The stationary bootstrap
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- A Reality Check for Data Snooping
- Investigating causal relations by econometric models and cross-spectral methods
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Pessimistic Portfolio Allocation and Choquet Expected Utility
- Consistent Nonparametric Entropy-Based Testing
- Nonparametric Risk Management and Implied Risk Aversion
- Regression Quantiles
- Quantile Autoregression
Their papers
- Causality in quantiles and dynamic stock return–volume relations (2009) — 295 citations
- MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST (2000) — 137 citations
- A New Test of the Martingale Difference Hypothesis (2004) — 47 citations
- Assessing value at risk with CARE, the Conditional Autoregressive Expectile models (2009) — 225 citations
- Testing time reversibility without moment restrictions (2000) — 80 citations
- Testing the Predictive Ability of Technical Analysis Using a New Stepwise Test Without Data Snooping Bias (2010) — 171 citations
- Artificial neural networks: an econometric perspective ∗ (1994)