5
H index
2
i10 index
51
Citations
EnDer Su : Citation Profile
| RESEARCH PRODUCTION: 12 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2006 - 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 EnDer Su. | Is cited by:
| Cites to:
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Main data
Where EnDer Su has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Economics | 2 |
| The Quarterly Review of Economics and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 4 |
Recent works citing EnDer Su (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Risk spillover and hedging effects between stock markets and cryptocurrency markets depending upon network analysis. (2025). Guo, Long ; Zhong, Li-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001640. Full description at Econpapers || Download paper |
| 2025 | Wall Street sneezes and global finance catches a cold: How does geopolitical risk contribute? A tale of tail. (2025). Neto, David. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401691x. Full description at Econpapers || Download paper |
| 2025 | Do foreign bank investors promote acquirer bank value in Asia-Pacific countries?. (2025). Shirasu, Yoko ; Yasuda, Yukihiro. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000043. Full description at Econpapers || Download paper |
| 2024 | Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model. (2024). Mak, Ving-Vunk ; So, Po-Yuk ; Su, Ender. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10405-3. Full description at Econpapers || Download paper |
| 2024 | Automation of the Individualized Investing Strategy for an Investment Advisor Established by a Semi-Markov Regime-Switching Model. (2024). Chen, Zhiping ; Duan, Qihong ; Liu, Junrong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10409-z. Full description at Econpapers || Download paper |
| 2024 | Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study. (2024). Hossain, Amjad ; Lalon, Raad ; Abedin, Mohammad Zoynul ; Mozumder, Sharif. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10545-6. Full description at Econpapers || Download paper |
| 2024 | Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model. (2024). Zeng, Lidan ; Zhang, Bokai ; Zhu, BO. In: PLOS ONE. RePEc:plo:pone00:0299237. Full description at Econpapers || Download paper |
Works by EnDer Su:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Measuring bank downside systemic risk in Taiwan In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2019 | Testing the alternative two-state options pricing models: An empirical analysis on TXO In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Stock index hedging using a trend and volatility regime-switching model involving hedging cost In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Constructing Structural Equation Model Rule-Based Fuzzy System with Genetic Algorithm In: International Journal of Strategic Decision Sciences (IJSDS). [Full Text][Citation analysis] | article | 0 |
| 2010 | Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwan’s Electronics Industry In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 10 |
| 2012 | Two-State Volatility Transition Pricing and Hedging of TXO Options In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
| 2013 | Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2021 | Testing stock market contagion properties between large and small stock markets In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
| 2006 | Asian Pacific Stock Market Volatility Modeling and Value at Risk Analysis In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 13 |
| 2018 | Measuring contagion risk in high volatility state among Taiwanese major banks In: Risk Management. [Full Text][Citation analysis] | article | 1 |
| 2011 | Applying the structural equation model rule-based fuzzy system with genetic algorithm for trading in currency market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Stock index hedge using trend and volatility regime switch model considering hedging cost In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | A Financial Distress Pre-Warning Study by Fuzzy Regression Model of TSE-Listed Companies In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team