Shyh-Weir Tzang, Sr. : Citation Profile


Are you Shyh-Weir Tzang, Sr.?

Asia University

2

H index

1

i10 index

21

Citations

RESEARCH PRODUCTION:

5

Articles

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 4
   Journals where Shyh-Weir Tzang, Sr. has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptz24
   Updated: 2024-04-18    RAS profile: 2022-10-27    
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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 Shyh-Weir Tzang, Sr..

Is cited by:

Wang, Xingchun (2)

Lin, Edward (2)

Gonzalez-Perez, Maria T. (1)

Sensoy, Ahmet (1)

Siriopoulos, Costas (1)

Violante, Francesco (1)

Fassas, Athanasios (1)

Stentoft, Lars (1)

Cites to:

Bollerslev, Tim (4)

Schlag, Christian (3)

Andersen, Torben (2)

Christensen, Bent Jesper (2)

Roll, Richard (2)

Kapadia, Nikunj (2)

Ritter, Jay (1)

Tauchen, George (1)

Kaul, Gautam (1)

Jackwerth, Jens (1)

Shackleton, Mark (1)

Main data


Where Shyh-Weir Tzang, Sr. has published?


Journals with more than one article published# docs
International Review of Economics & Finance3
Emerging Markets Finance and Trade2

Recent works citing Shyh-Weir Tzang, Sr. (2024 and 2023)


YearTitle of citing document
2023Does smile help detect the UKs price leadership change after MiFID?. (2023). Li, Xiaoxi ; Guo, Qian ; Chen, Jing ; Buckle, Mike. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:756-769.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Works by Shyh-Weir Tzang, Sr.:


YearTitleTypeCited
2011Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article6
2012Implementing option pricing models when asset returns follow an autoregressive moving average process In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2016Systematic risk and volatility skew In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article13
2012Modeling Mortgages with Prepayment Penalties In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article1
2013Application of a Multifactor Model in Enhanced Index Fund: Performance Analysis in China In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article0

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