Chih-Ying Hsiao : Citation Profile


Are you Chih-Ying Hsiao?

Universität Bielefeld
University of Technology Sydney

3

H index

0

i10 index

26

Citations

RESEARCH PRODUCTION:

5

Articles

14

Papers

RESEARCH ACTIVITY:

   9 years (2001 - 2010). See details.
   Cites by year: 2
   Journals where Chih-Ying Hsiao has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (3.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phs4
   Updated: 2021-10-16    RAS profile: 2012-04-04    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Chih-Ying Hsiao.

Is cited by:

Prigent, Jean-Luc (3)

Chen, Pu (3)

Semmler, Willi (2)

rey, serge (2)

Jaussaud, Jacques (2)

Xu, Kuan (2)

MKAOUAR, Farid (1)

Jha, Raghbendra (1)

Dreger, Christian (1)

Cites to:

Phillips, Peter (8)

Chen, Pu (6)

merton, robert (5)

Flaschel, Peter (4)

Johansen, Soren (3)

Wachter, Jessica (3)

Hoover, Kevin (3)

Jarrow, Robert (3)

Ouliaris, Sam (2)

Sims, Christopher (2)

Stock, James (2)

Main data


Where Chih-Ying Hsiao has published?


Journals with more than one article published# docs
Computational Economics3

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney4
Econometrics / University Library of Munich, Germany3
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Chih-Ying Hsiao (2021 and 2020)


YearTitle of citing document
2021A New Scalable Bayesian Network Learning Algorithm with Applications to Economics. (2021). Tsagris, Michail. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10065-7.

Full description at Econpapers || Download paper

2020Insurer Optimal Asset Allocation in a Small and Closed Economy: The Case of Iran’s Social Security Organization. (2020). Esfandi, Elaheh ; Farhang-Moghaddam, Babak ; Moshrefi, Rassam ; Mousavi, Mirhossein. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:15:y:2020:i:4:p:445-461.

Full description at Econpapers || Download paper

2020Forecasting inflation using univariate continuous‐time stochastic models. (2020). Fergusson, Kevin. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:1:p:37-46.

Full description at Econpapers || Download paper

Works by Chih-Ying Hsiao:


YearTitleTypeCited
2001Maximum Likelihood Estimations of SDE Dynamics Based on Discrete Time Data How well does the Euler Method Perform? In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]
paper0
2004Testing Weak Exogeneity in Cointegrated System In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
paper1
2008What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth In: Japan and the World Economy.
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article3
2005What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth.(2005) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2006The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method In: Computational Economics.
[Full Text][Citation analysis]
article0
2005The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2007Intertemporal asset allocation when the underlying factors are unobservable In: Computational Economics.
[Full Text][Citation analysis]
article2
2010Causal Inference for Structural Equations: With an Application to Wage-Price Spiral In: Computational Economics.
[Full Text][Citation analysis]
article1
2004Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming In: Computing in Economics and Finance 2004.
[Citation analysis]
paper1
2005Intertemporal Asset Allocation with Inflation-Indexed Bonds In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0
2005The Transition Process in China: a Theoretical and Empirical Study In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
paper1
2005the Transition Process in China: A theoretic and empirical Study.(2005) In: Development and Comp Systems.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2007Intertemporal Investment Strategies Under Inflation Risk In: Research Paper Series.
[Full Text][Citation analysis]
paper9
2010Optimal Investment Strategies under Stochastic Volatility - Estimation and Applications In: Research Paper Series.
[Full Text][Citation analysis]
paper0
2010A Survey of Non-linear Methods for No-arbitrage Bond Pricing In: Research Paper Series.
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paper0
2005Testing Cointegration Rank in Large Systems In: Econometrics.
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paper0
2005Subsampling Cointegration Ranks in Large Systems In: Econometrics.
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paper0
2007Learning Causal Relations in Multivariate Time Series Data In: Economics Discussion Papers.
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paper8
2007Learning Causal Relations in Multivariate Time Series Data.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article

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