Chao Wang

Chao Wang

University of Sydney - Sydney / Australia
Economics & Econometrics / Economics
AD Scientific Index ID: 5186762
person_outline Chao Wang's MOST POPULAR ARTICLES
1-) Forecasting risk via realized GARCH, incorporating the realized range Quantitative Finance 16 (4), 501-511, 2016
2-) Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures International Journal of Forecasting 36 (2), 489-506, 2020
3-) Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution Quantitative Finance 19 (6), 1017-1042, 2019
4-) Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility Quantitative Finance 17 (2), 199-215, 2017
5-) Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting Journal of Financial Econometrics 20 (1), 105-138, 2022