Feng Yao

Finance · 2000–2016

A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it
• Economics and Econometrics — 11 citations into it; #11,602 of 23,481 by trust here, #19,308 by citations
• Management Science and Operations Research — 9 citations into it
• Statistics and Probability — 7 citations into it

Whom Feng Yao trusts overall

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

1. Christopher A. Sims
2. Zongwu Cai
3. Olivier Scaillet
4. Bernard Walter Silverman
5. C. Stone
6. Keith Knight
7. Jay Breidt
8. Paul Doukhan
9. Bradley Efron
10. Byeong U. Park

Who trusts Feng Yao overall

1. Yuzo Hosoya
2. J. Breitung
3. B. Candelon

Papers from Feng Yao's perspective

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

1. Density Estimation for Statistics and Data Analysis
2. Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
3. Nonparametric Inference of Value-at-Risk for Dependent Financial Returns
4. Conditional value-at-risk: Aspects of modeling and estimation
5. Consistent Nonparametric Regression
6. Nonparametric Estimation of Expected Shortfall
7. Credit Risk: Pricing, Measurement, and Management
8. Nonparametric Estimation of Conditional Expected Shortfall (Assurances et gestion des risques)
9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
10. Mixing: Properties and Examples

Their papers

• Inference on one-way effect and evidence in Japanese macroeconomic data (2000) — 65 citations
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (2016) — 63 citations
• Nonparametric frontier estimation via local linear regression (2007) — 60 citations