2
H index
0
i10 index
13
Citations
Sun Yat-Sen University | 2 H index 0 i10 index 13 Citations RESEARCH PRODUCTION: 2 Articles RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yirong Huang, Sr.. | Is cited by: | Cites to: |
Year | Title of citing document |
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2022 | Spreading the fear: The central role of CBOE VIX in global stock market uncertainty. (2022). Smales, Lee A. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000776. Full description at Econpapers || Download paper |
2021 | Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory. (2021). Huang, Yirong ; Lin, Yan ; Luo, YI ; Ding, Liang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309018. Full description at Econpapers || Download paper |
2022 | An entropy-based estimator of the Hurst exponent in fractional Brownian motion. (2022). Pourdarvish, Ahmad ; Zeinali, Narges. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:591:y:2022:i:c:s0378437121009171. Full description at Econpapers || Download paper |
2022 | Are Stock Markets among BRICS Members Integrated? A Regime Shift-Based Co-Integration Analysis. (2022). Asif, Mohammad ; Shamim, Mohd ; Siddiqui, Ayesha ; Saleh, Mamdouh Abdulaziz. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:87-:d:787988. Full description at Econpapers || Download paper |
2021 | Relationships among the Fossil Fuel and Financial Markets during the COVID-19 Pandemic: Evidence from Bayesian DCC-MGARCH Models. (2021). Aruga, Kentaka ; Tang, Chaofeng. In: Sustainability. RePEc:gam:jsusta:v:14:y:2021:i:1:p:51-:d:707883. Full description at Econpapers || Download paper |
2021 | The role of remittances in times of socio-political unrest: Evidence from Tunisia. (2021). Selmi, Refk ; Makhlouf, Farid. In: Working Papers. RePEc:hal:wpaper:hal-03263815. Full description at Econpapers || Download paper |
2022 | Improvement in Hurst exponent estimation and its application to financial markets. (2022). Gomez-Aguila, A ; Trinidad-Segovia, J E ; Sanchez-Granero, M A. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00394-x. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Volatility linkage across global equity markets In: Global Finance Journal. [Full Text][Citation analysis] | article | 7 |
2018 | A new combined approach on Hurst exponent estimate and its applications in realized volatility In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
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