EnDer Su : Citation Profile


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H index

1

i10 index

43

Citations

RESEARCH PRODUCTION:

12

Articles

4

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 2
   Journals where EnDer Su has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 2 (4.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu316
   Updated: 2024-01-16    RAS profile: 2021-08-10    
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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 EnDer Su.

Is cited by:

Fantazzini, Dean (4)

Výrost, Tomáš (3)

Baumohl, Eduard (3)

Giovanis, Eleftherios (2)

Bhatti, Muhammad (1)

Kutan, Ali (1)

Powell, Robert (1)

Santillan-Salgado, Roberto (1)

Bouri, Elie (1)

Serrasqueiro, Zelia (1)

Félix, Elisabete (1)

Cites to:

Bollerslev, Tim (24)

Engle, Robert (20)

Hamilton, James (16)

Bekaert, Geert (13)

Jagannathan, Ravi (11)

Ang, Andrew (10)

Cao, Charles (8)

Diebold, Francis (8)

Stulz, René (7)

Andersen, Torben (7)

Tse, Y. K. (7)

Main data


Where EnDer Su has published?


Journals with more than one article published# docs
Computational Economics2
The Quarterly Review of Economics and Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing EnDer Su (2024 and 2023)


YearTitle of citing document
2023Can volume be more informative than prices? Evidence from Chinese housing markets. (2023). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01161-4.

Full description at Econpapers || Download paper

2023Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141.

Full description at Econpapers || Download paper

Works by EnDer Su:


YearTitleTypeCited
2018Measuring bank downside systemic risk in Taiwan In: The Quarterly Review of Economics and Finance.
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article7
2019Testing the alternative two-state options pricing models: An empirical analysis on TXO In: The Quarterly Review of Economics and Finance.
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article0
2017Stock index hedging using a trend and volatility regime-switching model involving hedging cost In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2016Constructing Structural Equation Model Rule-Based Fuzzy System with Genetic Algorithm In: International Journal of Strategic Decision Sciences (IJSDS).
[Full Text][Citation analysis]
article0
2010Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwan’s Electronics Industry In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
article9
2012Two-State Volatility Transition Pricing and Hedging of TXO Options In: Computational Economics.
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article0
2017Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets In: Computational Economics.
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article6
2013Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets.(2013) In: MPRA Paper.
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This paper has nother version. Agregated cites: 6
paper
2021Testing stock market contagion properties between large and small stock markets In: Review of Quantitative Finance and Accounting.
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article3
2006Asian Pacific Stock Market Volatility Modeling and Value at Risk Analysis In: Emerging Markets Finance and Trade.
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article11
2018Measuring contagion risk in high volatility state among Taiwanese major banks In: Risk Management.
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article0
2011Applying the structural equation model rule-based fuzzy system with genetic algorithm for trading in currency market In: MPRA Paper.
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paper0
2013Stock index hedge using trend and volatility regime switch model considering hedging cost In: MPRA Paper.
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paper0
2014Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model In: MPRA Paper.
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paper0
2011Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index In: Applied Economics.
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article1
2006A Financial Distress Pre-Warning Study by Fuzzy Regression Model of TSE-Listed Companies In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
[Full Text][Citation analysis]
article5

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