Libing Fang
Economics and Econometrics · 2017–2019
A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 62 citations into it
- Finance — 33 citations into it
- Information Systems — 22 citations into it
Whom Libing Fang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Elie Bouri
- Riccardo Colacito
- A. H. Dyhrberg
- Eric Ghysels
- Jushan Bai
- Scott R. Baker
- Pavel Ciaian
- David Roubaud
- Qiang Ji
Papers from Libing Fang's perspective
Ordered by how strongly the researchers Libing Fang trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation
- Bitcoin: Economics, Technology, and Governance
- Hedging capabilities of bitcoin. Is it the virtual gold
- Exploring the Determinants of Bitcoin Exchange Rate (Social Science Research Network)
- Computation and Analysis of Multiple Structural-Change Models
- What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (PLoS ONE)
- The economics of BitCoin price formation
- Cryptocurrency Value Formation: An Empirical Analysis Leading to a Cost of Production Model for Valuing Bitcoin (Mediterranean Conference on Information Systems)
- What Does Bitcoin Look Like
- Generalized autoregressive conditional heteroskedasticity
Their papers
- Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2019) — 287 citations
- The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach (2018) — 160 citations
- The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets (2017) — 112 citations