Ho-Chyuan Chen

Economics and Econometrics · 2007

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 6 citations into it; #13,994 of 23,481 by trust here, #14,051 by citations
• Finance — 6 citations into it; #6,475 of 10,518 by trust here, #5,728 by citations

Whom Ho-Chyuan Chen trusts overall

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

1. Robert F. Engle
2. H. Byström
3. Donald Lien
4. Y. Tse

Who trusts Ho-Chyuan Chen overall

1. Ikram Jebabli
2. Walid Mensi
3. Mohamed Arouri

Papers from Ho-Chyuan Chen's perspective

Ordered by how strongly the researchers Ho-Chyuan Chen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
3. Evaluating the hedging performance of the constant-correlation GARCH model
4. The hedging performance of electricity futures on the Nordic power exchange
5. Regime Switching for Dynamic Correlations
6. Futures hedge ratios: a review
7. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
8. Generalized autoregressive conditional heteroskedasticity
9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
10. A test for constant correlations in a multivariate GARCH model

Their papers

• On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios (2007) — 273 citations