Edward W. Sun : Citation Profile


Are you Edward W. Sun?

Kedge Business School

5

H index

4

i10 index

99

Citations

RESEARCH PRODUCTION:

17

Articles

1

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 9
   Journals where Edward W. Sun has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 10 (9.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu384
   Updated: 2019-10-15    RAS profile: 2019-08-08    
   Missing citations? Add them    Incorrect content? Let us know

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)

Krehlik, Tomas (3)

Vacha, Lukas (3)

Aloui, Chaker (3)

Baruník, Jozef (3)

Riccetti, Luca (2)

Miralles Quirós, Jose (2)

Albulescu, Claudiu (2)

JAMMAZI, RANIA (2)

Selmi, Refk (2)

Raza, Syed (2)

Cites to:

Fabozzi, Frank (16)

Gencay, Ramazan (9)

Engle, Robert (8)

Yu, Min-Teh (6)

Bauwens, Luc (5)

Fan, Jianqing (4)

Schied, Alexander (4)

Gradojevic, Nikola (4)

Grammig, Joachim (4)

Selcuk, Faruk (4)

Mittnik, Stefan (4)

Main data


Where Edward W. Sun has published?


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

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.

Full description at Econpapers || Download paper

2019Is tail risk the missing link between institutions and risk?. (2019). Ni, Wan ; Basu, Devraj ; Groslambert, Bertrand . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00266.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Wavelet-based option pricing: An empirical study. (2019). Liu, Xiaoquan ; Shen, Liya ; Ma, Chenghu ; Cao, YI. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1132-1142.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019The impact of the U.S. employment report on exchange rates. (2019). Ederington, Louis ; Yang, Lisa ; Guan, Wei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:257-267.

Full description at Econpapers || Download paper

2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach. (2019). Jalkh, Naji ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:385-392.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model. (2019). Mehra, Aparna ; Goel, Anubha. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9772-7.

Full description at Econpapers || Download paper

2019A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising. (2019). He, Xuansen. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9849-y.

Full description at Econpapers || Download paper

2019Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data. (2019). Sun, Edward W ; Lai, Wan-Ni ; Chen, Yi-Ting . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-019-09881-3.

Full description at Econpapers || Download paper

2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Integrating big data analytic and hybrid firefly-chaotic simulated annealing approach for facility layout problem. (2018). Tayal, Akash ; Singh, Surya Prakash. In: Annals of Operations Research. RePEc:spr:annopr:v:270:y:2018:i:1:d:10.1007_s10479-016-2237-x.

Full description at Econpapers || Download paper

2018Time series analysis for C2C conversion rate. (2018). Gong, KE ; Xu, Maozeng ; Wang, Yong ; Peng, YI. In: Electronic Commerce Research. RePEc:spr:elcore:v:18:y:2018:i:4:d:10.1007_s10660-017-9283-6.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Big data analytics capabilities: a systematic literature review and research agenda. (2018). Mikalef, Patrick ; Giannakos, Michail ; Krogstie, John ; Pappas, Ilias O. In: Information Systems and e-Business Management. RePEc:spr:infsem:v:16:y:2018:i:3:d:10.1007_s10257-017-0362-y.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article3
2008Multivariate Skewed Students t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article10
2012A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article2
2015Improving model performance with the integrated wavelet denoising method In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2011Identification of Driving Factors for Emerging Markets Sovereign Spreads In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2013Economic Modeling for Optimal Trading of Financial Asset in Volatile Market In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2012A new wavelet-based denoising algorithm for high-frequency financial data mining In: European Journal of Operational Research.
[Full Text][Citation analysis]
article27
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.
[Full Text][Citation analysis]
article5
2011Analysis of the intraday effects of economic releases on the currency market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article5
2010Analysis of the intraday effects of economic releases on the currency market.(2010) In: Working Paper Series in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2015Generalized optimal wavelet decomposing algorithm for big financial data In: International Journal of Production Economics.
[Full Text][Citation analysis]
article10
2008Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration In: Annals of Finance.
[Full Text][Citation analysis]
article6
2015Financial Transaction Tax: Policy Analytics Based on Optimal Trading In: Computational Economics.
[Full Text][Citation analysis]
article0
2018Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles In: Computational Economics.
[Full Text][Citation analysis]
article0
2018Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading In: Computational Economics.
[Full Text][Citation analysis]
article2
2014High frequency trading, liquidity, and execution cost In: Annals of Operations Research.
[Full Text][Citation analysis]
article4
2018Systemic risk, financial markets, and performance of financial institutions In: Annals of Operations Research.
[Full Text][Citation analysis]
article1
2009A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence In: Empirical Economics.
[Full Text][Citation analysis]
article22

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team