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Chen, Cathy Yi-Hsuan

Co-Author Distance
Author ID: chen.cathy-yi-hsuan Recent zbMATH articles by "Chen, Cathy Yi-Hsuan"
Published as: Chen, Cathy Yi-Hsuan
Documents Indexed: 7 Publications since 2015
1 Contribution as Editor
Co-Authors: 9 Co-Authors with 8 Joint Publications
314 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
7 Härdle, Wolfgang Karl
1 Chiang, Thomas C.
1 Fengler, Matthias R.
1 Klochkov, Yegor
1 Liu, Yanchu
1 Mihoci, Andrija
1 Okhrin, Yarema
1 Overbeck, Ludger
1 Xu, Xiu

Serials

2 Journal of Econometrics
2 Quantitative Finance
1 Journal of Economic Dynamics & Control
1 Computational Statistics
1 Statistics and Computing (Cham)

Fields

8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
6 Statistics (62-XX)
1 General and overarching topics; collections (00-XX)
1 Computer science (68-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

3 Publications have been cited 11 times in 11 Documents Cited by ▼ Year ▼
Tail event driven networks of SIFIs. Zbl 1452.62749
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema
7
2019
Common factors in credit defaults swap markets. Zbl 1342.65026
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
3
2015
Dynamic credit default swap curves in a network topology. Zbl 1422.91748
Xu, Xiu; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
1
2019
Tail event driven networks of SIFIs. Zbl 1452.62749
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema
7
2019
Dynamic credit default swap curves in a network topology. Zbl 1422.91748
Xu, Xiu; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
1
2019
Common factors in credit defaults swap markets. Zbl 1342.65026
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
3
2015
all cited Publications top 5 cited Publications
all top 5

Cited by 26 Authors

5 Härdle, Wolfgang Karl
2 Chen, Cathy Yi-Hsuan
2 Wang, Weining
1 Caffo, Brian S.
1 Chernozhukov, Victor
1 Courgeau, Valentin
1 Dai, Wei
1 Huang, Chen
1 Klochkov, Yegor
1 Li, Yingxing
1 Linton, Oliver Bruce
1 Lu, Meng-Jou
1 Luo, Xi
1 Malinovskaya, Anna
1 Okhrin, Ostap
1 Otto, Philipp
1 Ren, Rui
1 Serletis, Apostolos
1 Trück, Stefan
1 Veraart, Almut E. D.
1 Wang, Bingkai
1 Wang, Hansheng
1 Xu, Xiu
1 Zhang, Zhengjun
1 Zhao, Yi
1 Zhu, Xuening
all top 5

Cited in 9 Serials

3 Journal of Econometrics
1 The Annals of Statistics
1 Biometrics
1 Journal of Multivariate Analysis
1 Computational Statistics
1 Open Economies Review
1 Statistical Inference for Stochastic Processes
1 Quantitative Finance
1 Statistical Methods and Applications
all top 5

Cited in 6 Fields

9 Statistics (62-XX)
7 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 General and overarching topics; collections (00-XX)
1 Combinatorics (05-XX)
1 Probability theory and stochastic processes (60-XX)
1 Numerical analysis (65-XX)

Citations by Year