Dehui Wang

Finance · with Zhu · 2010–2018

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

Subfields

• Finance — 23 citations into it; #4,458 of 10,518 by trust here, #7,920 by citations
• Statistics and Probability — 21 citations into it; #5,762 of 12,932 by trust here, #8,740 by citations

Whom Dehui Wang trusts overall

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

1. Robert F. Engle
2. Arup Bose
3. Christian H. Weiβ
4. Peter Hall
5. Kanchan Mukherjee

Who trusts Dehui Wang overall

1. Matthias Kirchner
2. Jiwon Kang
3. Fukang Zhu
4. Sangyeol Lee

Papers from Dehui Wang's perspective

Ordered by how strongly the researchers Dehui Wang 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. Integer‐Valued GARCH Process
3. Martingale Limit Theory and Its Application
4. ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
5. Generalized autoregressive conditional heteroskedasticity
6. DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
7. Estimation in conditional first order autoregression with discrete support
8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
9. Thinning operations for modeling time series of counts—a survey
10. The jackknife, the bootstrap, and other resampling plans

Their papers

• Estimation and testing for a Poisson autoregressive model (2011) — 56 citations
• An integer-valued threshold autoregressive process based on negative binomial thinning (2018) — 57 citations
• Inference for INAR(p) processes with signed generalized power series thinning operator (2010) — 96 citations