Edward W. Sun : Citation Profile


Are you Edward W. Sun?

Kedge Business School

5

H index

3

i10 index

79

Citations

RESEARCH PRODUCTION:

17

Articles

1

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 7
   Journals where Edward W. Sun has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 7 (8.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu384
   Updated: 2018-11-10    RAS profile: 2018-09-07    
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Relations with other researchers


Works with:

Yu, Min-Teh (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Edward W. Sun.

Is cited by:

Reboredo, Juan (5)

Baruník, Jozef (3)

Vacha, Lukas (3)

Krehlik, Tomas (3)

Aloui, Chaker (3)

bouoiyour, jamal (2)

Miralles Quirós, Jose (2)

Boubaker, Heni (2)

JAMMAZI, RANIA (2)

Riccetti, Luca (2)

Sghaier, Nadia (2)

Cites to:

Fabozzi, Frank (9)

Engle, Robert (7)

Gencay, Ramazan (6)

Bauwens, Luc (5)

Zhou, Hao (4)

Schied, Alexander (4)

Grammig, Joachim (4)

Lo, Andrew (3)

Fan, Jianqing (3)

Gradojevic, Nikola (3)

Dominguez, Kathryn (3)

Main data


Where Edward W. Sun has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics3
Computational Economics3
Annals of Operations Research2
Economics Bulletin2

Recent works citing Edward W. Sun (2018 and 2017)


YearTitle of citing document
2017Relationship between Remittances and Macroeconomic Variables in Times of Political and Social Upheaval: Evidence from Tunisias Arab Spring. (2017). Selmi, Refk ; bouoiyour, jamal ; Miftah, Amal . In: Papers. RePEc:arx:papers:1708.07037.

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2018Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment. (2018). Berger, Theo ; Genay, Ramazan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:30-46.

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2017Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Vedenov, Dmitry ; Turvey, Calum ; Eaves, James ; Power, Gabriel J. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

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2018Long-run wavelet-based correlation for financial time series. (2018). Conlon, Thomas ; Genay, Ramazan ; Cotter, John. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

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2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

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2018Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach. (2018). Ben Salha, Ousama ; Aloui, Chaker ; Hkiri, Besma ; Ben-Salha, Ousama. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:75-96.

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2017Electricity and growth nexus dynamics in Singapore : Fresh insights based on wavelet approach. (2017). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Jammazi, Rania ; Sharif, Arshian. In: Energy Policy. RePEc:eee:enepol:v:110:y:2017:i:c:p:686-692.

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2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries. (2017). Bouri, Elie ; Pavlova, Ivelina ; de Boyrie, Maria E. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:155-165.

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2017Efficient randomized quasi-Monte Carlo methods for portfolio market risk. (2017). Baolu, Smail ; Sak, Halis. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:87-94.

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2017The effect of price volatility on judgmental forecasts: The correlated response model. (2017). Sobolev, Daphne. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:605-617.

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2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

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2018Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis. (2018). Loganathan, Nanthakumar ; Jammazi, Rania ; Sharif, Arshian ; Afshan, Sahar. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:225-244.

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2018Agribusiness time series forecasting using Wavelet neural networks and metaheuristic optimization: An analysis of the soybean sack price and perishable products demand. (2018). Puchalsky, Weslly ; Santos, Leandro Dos ; Freire, Roberto Zanetti ; da Veiga, Claudimar Pereira ; Ribeiro, Gabriel Trierweiler. In: International Journal of Production Economics. RePEc:eee:proeco:v:203:y:2018:i:c:p:174-189.

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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Albulescu, Claudiu ; Tiwari, Aviral Kumar ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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2017Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses. (2017). Chen, Mei-Ping ; Tseng, Tseng-Chan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:484-498.

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2018Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. (2018). Lin, Fu-Lai ; Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:285-294.

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2018Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

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2018A Conceptual Framework for Assessing an Organization’s Readiness to Adopt Big Data. (2018). Olszak, Celina M ; Mach-Krol, Maria. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3734-:d:176238.

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2017Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates. (2017). Nguyen, Duc Khuong ; Jammazi, Rania. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:11:d:10.1057_s41274-016-0133-z.

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2018The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming. (2018). Manahov, Viktor . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2286-1.

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2017Big Data Analytics: A Review on Theoretical Contributions and Tools Used in Literature. (2017). Grover, Purva ; Kar, Arpan Kumar. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:18:y:2017:i:3:d:10.1007_s40171-017-0159-3.

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2017The Analysis for the Cargo Volume with Hybrid Discrete Wavelet Modeling. (2017). Xiao, YI ; Hu, YI ; Wang, Shouyang. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:16:y:2017:i:03:n:s0219622015500285.

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Works by Edward W. Sun:


YearTitleTypeCited
2009A New Approach for Using Lévy Processes for Determining High-Frequency Value-at-Risk Predictions In: European Financial Management.
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article1
2008Multivariate Skewed Students t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market In: Studies in Nonlinear Dynamics & Econometrics.
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article10
2012A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2015Improving model performance with the integrated wavelet denoising method In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2011Identification of Driving Factors for Emerging Markets Sovereign Spreads In: Economics Bulletin.
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article1
2013Economic Modeling for Optimal Trading of Financial Asset in Volatile Market In: Economics Bulletin.
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article0
2012A new wavelet-based denoising algorithm for high-frequency financial data mining In: European Journal of Operational Research.
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article23
2007Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns In: Journal of Economics and Business.
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article4
2011Analysis of the intraday effects of economic releases on the currency market In: Journal of International Money and Finance.
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article4
2010Analysis of the intraday effects of economic releases on the currency market.(2010) In: Working Paper Series in Economics.
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This paper has another version. Agregated cites: 4
paper
2015Generalized optimal wavelet decomposing algorithm for big financial data In: International Journal of Production Economics.
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article6
2008Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration In: Annals of Finance.
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article6
2015Financial Transaction Tax: Policy Analytics Based on Optimal Trading In: Computational Economics.
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article0
2018Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles In: Computational Economics.
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article0
2018Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading In: Computational Economics.
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article0
2014High frequency trading, liquidity, and execution cost In: Annals of Operations Research.
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article2
2018Systemic risk, financial markets, and performance of financial institutions In: Annals of Operations Research.
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article0
2009A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence In: Empirical Economics.
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article20

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