Chunchou Wu

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 15 citations into it
• Finance — 14 citations into it

Whom Chunchou Wu trusts overall

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

1. Robert F. Engle
2. Y. Tse
3. R. Chou
4. Eric R. Ziegel
5. Whitney K. Newey
6. Albert K. Tsui
7. Torben G. Andersen
8. Tim Bollerslev

Papers from Chunchou Wu's perspective

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

1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
2. Large sample estimation and hypothesis testing
3. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
4. Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model
5. On the Estimation of Security Price Volatilities from Historical Data
6. Analysis of Financial Time Series
7. The distribution of realized stock return volatility
8. Risk and Volatility: Econometric Models and Financial Practice
9. Volatility Forecasting With Range-Based EGARCH Models
10. Range-Based Estimation of Stochastic Volatility Models

Their papers

• Forecasting time-varying covariance with a range-based dynamic conditional correlation model (2009) — 57 citations