Hsiang‐Tai Lee

2007

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Hsiang‐Tai Lee trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Halbert White
  4. H. Byström
  5. Dimitris Nicolas Politis
  6. Joseph P. Romano
  7. A. Alizadeh
  8. Donald Lien
  9. Chris Brooks

Who trusts Hsiang‐Tai Lee overall

  1. Huiming Zhu
  2. Rong Li
  3. Sufang Li
  4. Monica Billio

Papers from Hsiang‐Tai Lee's perspective

Ordered by how strongly the researchers Hsiang‐Tai Lee trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. The stationary bootstrap
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. A Reality Check for Data Snooping
  5. The hedging performance of electricity futures on the Nordic power exchange
  6. A Markov regime switching approach for hedging stock indices
  7. Evaluating the hedging performance of the constant-correlation GARCH model
  8. The effect of asymmetries on optimal hedge ratios
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers