Wanfeng Yan : Citation Profile


Are you Wanfeng Yan?

5

H index

3

i10 index

68

Citations

RESEARCH PRODUCTION:

5

Articles

14

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 11
   Journals where Wanfeng Yan has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 3 (4.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya483
   Updated: 2020-08-01    RAS profile: 2016-12-07    
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Relations with other researchers


Works with:

Zhou, Wei-Xing (2)

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)

Kaizoji, Taisei (2)

Demirer, Riza (2)

Balcilar, Mehmet (2)

Bianchetti, Marco (2)

Cheah, Jeremy Eng Tuck (1)

Cites to:

Zhou, Wei-Xing (25)

Shleifer, Andrei (5)

Pedersen, Lasse (4)

Summers, Lawrence (4)

Gürkaynak, Refet (4)

Lux, Thomas (3)

Waldmann, Robert (3)

DeLong, James (2)

Feigenbaum, James (2)

Fry, John (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 (2018 and 2017)


YearTitle of citing document
2017Market Crashes as Critical Phenomena? Explanation, Idealization, and Universality in Econophysics. (2017). Weatherall, James Owen ; Palacios, Patricia ; Jhun, Jennifer . In: Papers. RePEc:arx:papers:1704.02392.

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2017Strict Local Martingales and Optimal Investment in a Black-Scholes Model with a Bubble. (2017). Herrmann, Sebastian ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1711.06679.

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2018Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfes Law and the LPPLS Model. (2018). Gantner, Robert N ; Reppen, Max ; Huber, Tobias ; Sornette, Didier ; Wheatley, Spencer. In: Papers. RePEc:arx:papers:1803.05663.

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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.

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2017Super-Exponential RE Bubble Model with Efficient Crashes. (2017). Kreuser, Jerome L ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1733.

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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.

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2018The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

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2017Log-periodic view on critical dates of the Chinese stock market bubbles. (2017). Li, Chong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:305-311.

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2017Spatial quantile estimation of multivariate threshold time series models. (2017). Jiang, Jiancheng ; Yan, Wanfeng ; Liu, YI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:772-781.

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2018The bubble and anti-bubble risk resistance analysis on the metal futures in China. (2018). Zhou, Wei ; Chen, Jin ; Huang, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:947-957.

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2017Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098.

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2017On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators. (2017). GUPTA, RANGAN ; Demirer, Riza ; Demos, Guilherme ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201752.

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2018Robust empirical likelihood for partially linear models via weighted composite quantile regression. (2018). Zhao, Peixin ; Zhou, Xiaoshuang. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-018-0793-z.

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2017Identification and critical time forecasting of real estate bubbles in the USA. (2017). Ardila, Diego ; Sornette, Didier ; Cauwels, Peter ; Sanadgol, Dorsa. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:4:p:613-631.

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2017Modified profile likelihood inference and interval forecast of the burst of financial bubbles. (2017). Demos, Guilherme ; Sornette, D ; Filimonov, V. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:8:p:1167-1186.

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2017LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES. (2017). Lynch, Christopher ; Mestel, Benjamin. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500388.

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Works by Wanfeng Yan:


YearTitleTypeCited
2010Diagnosis and Prediction of Tipping Points in Financial Markets: Crashes and Rebounds In: Papers.
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paper10
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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paper14
2011Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model.(2011) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 14
paper
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model.() In: Working Papers.
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This paper has another version. Agregated cites: 14
paper
2011Detection of Crashes and Rebounds in Major Equity Markets In: Papers.
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paper2
Detection of Crashes and Rebounds in Major Equity Markets.() In: Working Papers.
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This paper has another version. Agregated cites: 2
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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article8
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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article17
2016Robust and efficient estimation with weighted composite quantile regression In: Physica A: Statistical Mechanics and its Applications.
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article3

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