hui wang : Citation Profile


Are you hui wang?

Tianjin University

6

H index

3

i10 index

142

Citations

RESEARCH PRODUCTION:

16

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (1997 - 2011). See details.
   Cites by year: 10
   Journals where hui wang has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 1 (0.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa497
   Updated: 2018-04-14    RAS profile: 2011-05-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with hui wang.

Is cited by:

Francq, Christian (4)

Mondello, Gerard (3)

Jouini, Elyès (3)

Zakoian, Jean-Michel (3)

Owari, Keita (2)

Horst, Ulrich (2)

Tebaldi, Claudio (2)

Zhu, Ke (2)

Munk, Claus (2)

Zhu, Lixing (1)

Ruiz, Esther (1)

Cites to:

Cox, Donald (2)

Laraki, Rida (2)

Solan, Eilon (2)

Jouini, Elyès (1)

Ling, Shiqing (1)

Thomas, Duncan (1)

Pollak, Robert (1)

Vieille, Nicolas (1)

Bobonis, Gustavo (1)

Raut, Lakshmi (1)

Scheinkman, Jose (1)

Main data


Where hui wang has published?


Journals with more than one article published# docs
Journal of the American Statistical Association3
Statistics & Probability Letters2
Chinese Economy2

Recent works citing hui wang (2018 and 2017)


YearTitle of citing document
2017Optimal Investment with Random Endowments and Transaction Costs: Duality Theory and Shadow Prices. (2017). Bayraktar, Erhan ; Yu, Xiang. In: Papers. RePEc:arx:papers:1504.00310.

Full description at Econpapers || Download paper

2017On utility maximization without passing by the dual problem. (2017). Rasonyi, Miklos . In: Papers. RePEc:arx:papers:1702.00982.

Full description at Econpapers || Download paper

2017Conditional Davis Pricing. (2017). Larsen, Kasper ; Vzitkovi, Gordan ; Soner, Halil Mete . In: Papers. RePEc:arx:papers:1702.02087.

Full description at Econpapers || Download paper

2018Characterization of Fully Coupled FBSDE in Terms of Portfolio Optimization. (2018). Xiong, Dewen ; Luo, Peng ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:1703.02694.

Full description at Econpapers || Download paper

2017Utility maximization problem under transaction costs: optimal dual processes and stability. (2017). Gu, Lingqi ; Yang, Junjian ; Lin, Yiqing . In: Papers. RePEc:arx:papers:1710.04363.

Full description at Econpapers || Download paper

2017Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models. (2017). Yang, Yaxing ; Ling, Shiqing. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:368-381.

Full description at Econpapers || Download paper

2018Outliers and misleading leverage effect in asymmetric GARCH-type models. (2018). Carnero, Angeles M ; Espartero, Ana Perez. In: Working Papers. Serie AD. RePEc:ivi:wpasad:2018-01.

Full description at Econpapers || Download paper

2017Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach. (2017). Xia, Qiang ; Liang, Rubing ; Liu, Jinshan ; Wong, Heung . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9588-x.

Full description at Econpapers || Download paper

2017Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models.. (2017). Bibi, Abdelouahab ; Ghezal, Ahmed . In: MPRA Paper. RePEc:pra:mprapa:81126.

Full description at Econpapers || Download paper

2018Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (2018). Czichowsky, Christoph ; Yang, Junjian ; Schachermayer, Walter ; Peyre, Remi. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0351-5.

Full description at Econpapers || Download paper

2017Asymptotics of self-weighted M-estimators for autoregressive models. (2017). Hu, Shuhe ; Wang, Xinghui . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0592-x.

Full description at Econpapers || Download paper

2017Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models. (2017). Akashi, Fumiya . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:3:d:10.1007_s11203-017-9159-3.

Full description at Econpapers || Download paper

Works by hui wang:


YearTitleTypeCited
2008BSDEs with two RCLL Reflecting Obstacles driven by a Brownian Motion and Poisson Measure and related Mixed Zero-Sum Games In: Papers.
[Full Text][Citation analysis]
paper1
2001Generalized Least Squares, Taylor Series Linearization and Fishers Scoring in Multivariate Nonlinear Regression In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article1
2002Sample Correlation Coefficients Based on Survey Data Under Regression Imputation In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article2
2002Conditional Second-Order Generalized Estimating Equations for Generalized Linear and Nonlinear Mixed-Effects Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article9
2009Trading Land Development Rights under a Planned Land Use System: The Zhejiang Model In: China & World Economy.
[Full Text][Citation analysis]
article2
2007WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE In: Econometric Theory.
[Full Text][Citation analysis]
article9
2008Estimation and tests for power-transformed and threshold GARCH models In: Journal of Econometrics.
[Full Text][Citation analysis]
article20
2008Financial caps for oil pollution damage: A historical mistake? In: Marine Policy.
[Full Text][Citation analysis]
article4
2001On optimal terminal wealth under transaction costs In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article27
2009BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article2
1997On the interval recurrence property of (N, d)-Ornstein-Uhlenbeck processes In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2011Finding quantitative trait loci genes with collaborative targeted maximum likelihood learning In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article1
2009Substitution Effects in Parental Investments In: IZA Discussion Papers.
[Full Text][Citation analysis]
paper0
2010Currencies of exchange and global LMX: How they affect employee task performance and extra-role performance In: Asia Pacific Journal of Management.
[Full Text][Citation analysis]
article8
2003The Historical Origin of Chinese Neoliberalism : Another Discussion on the Ideological Situation in Contemporary Mainland China and the Issue of Modernity In: Chinese Economy.
[Full Text][Citation analysis]
article0
2009Government Protection and Corporate Risk Management in China In: Chinese Economy.
[Full Text][Citation analysis]
article0
2001Utility maximization in incomplete markets with random endowment In: Finance and Stochastics.
[Full Text][Citation analysis]
article56
2001Iterative Approximation of Statistical Distributions and Relation to Information Geometry In: Statistical Inference for Stochastic Processes.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 1 2018. Contact: CitEc Team