Wanfeng Yan : Citation Profile


Are you Wanfeng Yan?

5

H index

3

i10 index

76

Citations

RESEARCH PRODUCTION:

5

Articles

14

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 12
   Journals where Wanfeng Yan has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 3 (3.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya483
   Updated: 2020-11-28    RAS profile: 2016-12-07    
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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 Wanfeng Yan.

Is cited by:

Fry, John (6)

GUPTA, RANGAN (4)

Zhang, Yue-Jun (3)

Demos, Guilherme (3)

Yetkiner, Ibrahim (2)

Ozdemir, Zeynel (2)

Balcilar, Mehmet (2)

Kaizoji, Taisei (2)

Bianchetti, Marco (2)

Demirer, Riza (2)

YILDIRIM, Nuri (1)

Cites to:

Zhou, Wei-Xing (25)

Shleifer, Andrei (5)

Summers, Lawrence (4)

Pedersen, Lasse (4)

Waldmann, Robert (3)

Lux, Thomas (3)

Gürkaynak, Refet (3)

Feigenbaum, James (2)

Fry, John (2)

DeLong, James (2)

Bassett, Gilbert (2)

Main data


Where Wanfeng Yan has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications4

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3
Working Papers / ETH Zurich, Chair of Systems Design3

Recent works citing Wanfeng Yan (2020 and 2019)


YearTitle of citing document
2020Awareness of crash risk improves Kelly strategies in simulated financial time series. (2020). Sornette, Didier ; Kreuser, Jerome ; Gerlach, Jan-Christian. In: Papers. RePEc:arx:papers:2004.09368.

Full description at Econpapers || Download paper

2020Single-index modal regression via outer product gradients. (2020). Lu, Xuewen ; Tian, Guoliang ; Yang, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302221.

Full description at Econpapers || Download paper

2020Detection of Chinese stock market bubbles with LPPLS confidence indicator. (2020). Zhu, Wei ; Shu, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304611.

Full description at Econpapers || Download paper

Works by Wanfeng Yan:


YearTitleTypeCited
2010Diagnosis and Prediction of Tipping Points in Financial Markets: Crashes and Rebounds In: Papers.
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paper11
2011Diagnosis and Prediction of Market Rebounds in Financial Markets In: Papers.
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paper2
2010Diagnosis and Prediction of Market Rebounds in Financial Markets.(2010) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 2
paper
2010Leverage Bubble In: Papers.
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paper7
2012Leverage bubble.(2012) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 7
article
2010Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration In: Papers.
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paper3
2014Inferring fundamental value and crash nonlinearity from bubble calibration.(2014) In: Quantitative Finance.
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This paper has another version. Agregated cites: 3
article
2011Role of Diversification Risk in Financial Bubbles In: Papers.
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paper1
2011Role of diversification risk in financial bubbles.(2011) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 1
paper
The Role of diversification risk in financial bubbles.() In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model In: Papers.
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paper15
2011Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model.(2011) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model.() In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2011Detection of Crashes and Rebounds in Major Equity Markets In: Papers.
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paper3
Detection of Crashes and Rebounds in Major Equity Markets.() In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2015Forecasting Financial Extremes: A Network Degree Measure of Super-exponential Growth In: Papers.
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paper1
2012Diagnosis and prediction of rebounds in financial markets In: Physica A: Statistical Mechanics and its Applications.
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article9
2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model In: Physica A: Statistical Mechanics and its Applications.
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article19
2016Robust and efficient estimation with weighted composite quantile regression In: Physica A: Statistical Mechanics and its Applications.
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article5

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