Chor-yiu (CY) SIN : Citation Profile


Are you Chor-yiu (CY) SIN?

National Tsing Hua University

5

H index

3

i10 index

222

Citations

RESEARCH PRODUCTION:

13

Articles

1

Papers

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 8
   Journals where Chor-yiu (CY) SIN has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 4 (1.77 %)

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   Permalink: http://citec.repec.org/psi490
   Updated: 2024-11-04    RAS profile: 2021-05-31    
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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 Chor-yiu (CY) SIN.

Is cited by:

Kapetanios, George (14)

GUPTA, RANGAN (9)

Spagnolo, Fabio (6)

Sola, Martin (5)

Kilian, Lutz (5)

Marcellino, Massimiliano (5)

Chen, Xiaohong (5)

Guidolin, Massimo (4)

Temple, Jonathan (4)

Schennach, Susanne (4)

Inoue, Atsushi (4)

Cites to:

Watson, Mark (9)

Perron, Pierre (7)

Phillips, Peter (5)

Diebold, Francis (5)

Stock, James (5)

Ing, Ching-Kang (5)

Barro, Robert (4)

pagan, adrian (3)

Plosser, Charles (3)

Newey, Whitney (3)

Campbell, John (3)

Main data


Where Chor-yiu (CY) SIN has published?


Recent works citing Chor-yiu (CY) SIN (2024 and 2023)


YearTitle of citing document
2024Zero-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.

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2023FDI 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.

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2023Uncertainty 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.

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2023Model 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.

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2024Tail 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.

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2024On 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.

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2023A 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.

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2023Applications 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.

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2023On 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.

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Works by Chor-yiu (CY) SIN:


YearTitleTypeCited
1999Modelling 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.
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paper6
2006Top-down, middle-out, and bottom-up processes: A cognitive perspective of teaching and learning economics In: International Review of Economic Education.
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article0
2010PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER In: Econometric Theory.
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article1
1997Observational equivalence and a stochastic cointegration test of the neoclassical and Romers increasing returns models In: Economic Modelling.
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article19
2013Using CARRX models to study factors affecting the volatilities of Asian equity markets In: The North American Journal of Economics and Finance.
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article7
1996Information criteria for selecting possibly misspecified parametric models In: Journal of Econometrics.
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article146
2021Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression In: Econometrics and Statistics.
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article1
2012Model selection for integrated autoregressive processes of infinite order In: Journal of Multivariate Analysis.
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article4
2015The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong In: International Review of Economics & Finance.
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article27
2015On functional limits of short- and long-memory linear processes with GARCH(1,1) noises In: Stochastic Processes and their Applications.
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article3
2019Order selection for possibly infinite-order non-stationary time series In: AStA Advances in Statistical Analysis.
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article0
2001Impacts of FDI liberalization on investment inflows In: Applied Economics Letters.
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article5
2021On asymptotic risk of selecting models for possibly nonstationary time-series In: Econometric Reviews.
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article0
2014QMLE OF A STANDARD EXPONENTIAL ACD MODEL: ASYMPTOTIC DISTRIBUTION AND RESIDUAL CORRELATION In: Annals of Financial Economics (AFE).
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article3

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