Linqi Wang : Citation Profile

Université Catholique de Louvain

2

H index

1

i10 index

13

Citations

RESEARCH PRODUCTION:

2

Papers

RESEARCH ACTIVITY:

   1 years (2019 - 2020). See details.
   Cites by year: 13
   Journals where Linqi Wang has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa1001
   Updated: 2026-09-19    RAS profile: 2023-07-09    
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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 Linqi Wang.

Is cited by:

Hansen, Peter (3)

Lucas, Andre (3)

Yu, Jun (2)

GUPTA, RANGAN (1)

Cepni, Oguzhan (1)

Sensoy, Ahmet (1)

Lin, Yicong (1)

Archakov, Ilya (1)

Cites to:

Engle, Robert (4)

Striaukas, Jonas (2)

Babii, Andrii (2)

Candelon, Bertrand (2)

Sheppard, Kevin (2)

Hurlin, Christophe (2)

Tokpavi, Sessi (2)

Ledoit, Olivier (1)

Pakel, Cavit (1)

Valkanov, Rossen (1)

Pakel, Cavit (1)

Main data

Where Linqi Wang has published?

Recent works citing Linqi Wang (2025 and 2024)

YearTitle of citing document
2024Cluster GARCH. (2024). Hansen, Peter ; Archakov, Ilya ; Tong, Chen. In: Papers. RePEc:arx:papers:2406.06860.

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2025Tensor dynamic conditional correlation model: A new way to pursuit Holy Grail of investing. (2025). Zhu, KE ; Yu, Cheng. In: Papers. RePEc:arx:papers:2502.13461.

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2026Spectral Dynamics and Regularization for High-Dimensional Copulas. (2026). Gubbels, Koos B ; Lucas, Andre. In: Papers. RePEc:arx:papers:2601.13281.

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2026Multivariate Stochastic Volatility Model with Block Correlations. (2026). Yu, Jun ; Fei, Yijie ; Chen, Han. In: Working Papers. RePEc:boa:wpaper:202638.

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2025Multivariate stochastic volatility models based on generalized Fisher transformation. (2025). Yu, Jun ; Fei, Yijie ; Chen, Han. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625000958.

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2026Probability distributions for realized covariance measures. (2026). Stollenwerk, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pa:s0304407625000089.

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2026A multivariate realized GARCH model. (2026). Hansen, Peter ; Archakov, Ilya ; Lunde, Asger. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pa:s0304407625000946.

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2026Convolution-t distributions. (2026). Hansen, Peter ; Tong, Chen. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pb:s0304407626000333.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Wang, Yifu ; Hardle, Wolfgang Karl ; Lu, Wanbo ; Ren, Rui ; Lin, Min-Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

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2024Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints. (2024). Sensoy, Ahmet ; Mahapatra, Biplab ; Banerjee, Ameet Kumar ; Fabozzi, Frank ; Pradhan, H K. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05865-1.

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2025An Impartial Look at Asset Correlation Stability and Market Structure. (2025). Lucas, Andre ; Wijler, Etienne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250051.

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Works by Linqi Wang:

YearTitleTypeCited
2020Dynamic portfolio selection with sector-specific regularization In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper2
2019A dynamic conditional score model for the log correlation matrix In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper11

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