Cindy Shin-huei Wang : Citation Profile


Are you Cindy Shin-huei Wang?

National Tsing Hua University (60% share)
Université Catholique de Louvain (20% share)
National Taiwan University (20% share)

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13

Citations

RESEARCH PRODUCTION:

5

Articles

5

Papers

RESEARCH ACTIVITY:

   5 years (2008 - 2013). See details.
   Cites by year: 2
   Journals where Cindy Shin-huei Wang has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (7.14 %)

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   Permalink: http://citec.repec.org/pwa328
   Updated: 2021-11-28    RAS profile: 2014-10-10    
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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 Cindy Shin-huei Wang.

Is cited by:

Osborn, Denise (2)

Bataa, Erdenebat (2)

Violante, Francesco (1)

Wang, Yudong (1)

Camacho, Carmen (1)

Leroux, Marie-Louise (1)

Bréchet, Thierry (1)

Canta, Chiara (1)

Chevalier, Philippe (1)

Stentoft, Lars (1)

Mlinar, Tanja (1)

Cites to:

Granger, Clive (7)

Gürkaynak, Refet (4)

Pesaran, M (4)

Lütkepohl, Helmut (3)

Swanson, Eric (3)

Watson, Mark (3)

Kuttner, Kenneth (2)

Timmermann, Allan (2)

Krämer, Walter (2)

Baillie, Richard (2)

Robinson, Peter (2)

Main data


Where Cindy Shin-huei Wang has published?


Journals with more than one article published# docs
Journal of Time Series Econometrics2

Recent works citing Cindy Shin-huei Wang (2021 and 2020)


YearTitle of citing document
2020Dynamics of variance risk premia: A new model for disentangling the price of risk. (2020). Violante, Francesco ; Stentoft, Lars. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:312-334.

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Works by Cindy Shin-huei Wang:


YearTitleTypeCited
2011Estimating Autocorrelations in the Presence of Deterministic Trends In: Journal of Time Series Econometrics.
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2008Estimating autocorrelations in the presence of deterministic trends.(2008) In: LIDAM Discussion Papers CORE.
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This paper has another version. Agregated cites: 0
paper
2013Real-Time Monitoring Test for Realized Volatility In: Journal of Time Series Econometrics.
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article0
2008An easy test for two stationary long processes being uncorrelated via AR approximations In: LIDAM Discussion Papers CORE.
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paper0
2012Total tourist arrival forecast: aggregation vs. disaggregation In: LIDAM Discussion Papers CORE.
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paper3
2012Forecasting long memory processes subject to structural breaks In: LIDAM Discussion Papers CORE.
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paper7
2013Forecasting a long memory process subject to structural breaks.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2013Can federal reserve policy deviation explain response patterns of financial markets over time? In: LIDAM Discussion Papers CORE.
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paper3
2013Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points In: Economics Letters.
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article0
2010The Role of China in Asian Monetary Integration In: Chinese Economy.
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article0

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