K. F. Chan

Economics and Econometrics · 2006–2011

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom K. F. Chan trusts overall

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

  1. H. Byström
  2. Turan G. Bali
  3. Ramazan Gencay
  4. Robert F. Engle
  5. Alexander J. McNeil
  6. F. Selçuk
  7. Rüdiger Frey
  8. Simone Manganelli
  9. Christopher R. Knittel
  10. F. Wolak

Who trusts K. F. Chan overall

  1. Marco Rocco
  2. Walid Mensi
  3. Walid Chkili
  4. Rafal Weron
  5. Julien Chevallier
  6. M. Nieto
  7. Dimitris Kenourgios
  8. Makram Beljid
  9. Pilar Abad

Papers from K. F. Chan's perspective

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

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. Generalized autoregressive conditional heteroskedasticity
  3. High volatility, thick tails and extreme value theory in value-at-risk estimation
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Value at Risk: The New Benchmark for Managing Financial Risk
  6. Statistical Inference Using Extreme Order Statistics
  7. An Empirical Examination of Deregulated Electricity Prices
  8. Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
  9. An Extreme Value Approach to Estimating Volatility and Value at Risk
  10. Risk measures for the 21st century

Their papers