5
H index
3
i10 index
222
Citations
Chor-yiu (CY) SIN : Citation Profile
National Tsing Hua University | RESEARCH PRODUCTION: 13 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
25 years (1996 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Chor-yiu (CY) SIN. | Is cited by:
| Cites to:
|
Main data
Where Chor-yiu (CY) SIN has published?
Recent works citing Chor-yiu (CY) SIN (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2018). Blasques, Francisco ; Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1812.07318. Full description at Econpapers || Download paper |
| 2023 | FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449. Full description at Econpapers || Download paper |
| 2023 | Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8. Full description at Econpapers || Download paper |
| 2023 | Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607. Full description at Econpapers || Download paper |
| 2024 | Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Rahbek, Anders ; Mikosch, Thomas ; Vilandt, Frederik. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299. Full description at Econpapers || Download paper |
| 2024 | On model selection criteria for climate change impact studies. (2024). Ghanem, Dalia ; Gafarov, Bulat ; Cui, Xiaomeng ; Kuffner, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002270. Full description at Econpapers || Download paper |
| 2023 | A financial risk meter for China. (2023). Hardle, Wolfgang Karl ; Althof, Michael ; Wang, Ruting. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000572. Full description at Econpapers || Download paper |
| 2023 | Applications of fixed effect models to managerial risk-taking incentives. (2023). Lin, Chih-Yung ; Lee, Cheng-Few ; Huang, Yin-Siang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:249-261. Full description at Econpapers || Download paper |
| 2023 | On consistency for time series model selection. (2023). Kengne, William. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-022-09284-6. Full description at Econpapers || Download paper |
Works by Chor-yiu (CY) SIN:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2006 | Top-down, middle-out, and bottom-up processes: A cognitive perspective of teaching and learning economics In: International Review of Economic Education. [Full Text][Citation analysis] | article | 0 |
| 2010 | PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 1997 | Observational equivalence and a stochastic cointegration test of the neoclassical and Romers increasing returns models In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
| 2013 | Using CARRX models to study factors affecting the volatilities of Asian equity markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 1996 | Information criteria for selecting possibly misspecified parametric models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 146 |
| 2021 | Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Model selection for integrated autoregressive processes of infinite order In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 4 |
| 2015 | The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 27 |
| 2015 | On functional limits of short- and long-memory linear processes with GARCH(1,1) noises In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 3 |
| 2019 | Order selection for possibly infinite-order non-stationary time series In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 0 |
| 2001 | Impacts of FDI liberalization on investment inflows In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2021 | On asymptotic risk of selecting models for possibly nonstationary time-series In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2014 | QMLE OF A STANDARD EXPONENTIAL ACD MODEL: ASYMPTOTIC DISTRIBUTION AND RESIDUAL CORRELATION In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team