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Edward Wei Sun

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Personal Details

First Name: Edward
Middle Name: Wei
Last Name: Sun
Suffix:

RePEc Short-ID: psu384

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

(50%) Bordeaux École de Management (BEM)
Location: Bordeaux, France
Homepage: http://www.bem.edu/
Email:
Phone: + 33 (0)5 56 84 55 55
Fax: +33 (0)5 56 84 55 00
Postal: 680 Cours de la Libération, 33405 Talence Cedex
Handle: RePEc:edi:bembofr (more details at EDIRC)
(50%) Kedge Business School
Location: Marseille / Bordeaux, France
Homepage: http://www.kedgebs.com/
Email:
Phone: +33 4 91 82 78 00
Fax: +33 4 91 82 78 21
Postal: Domaine de Luminy - BP 921 - 13288 Marseille Cedex 09
Handle: RePEc:edi:euromfr (more details at EDIRC)

Works

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Working papers

  1. Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J., 2010. "Analysis of the intraday effects of economic releases on the currency market," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering 3, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.

Articles

  1. Edward W. Sun & Timm Kruse, 2013. "Economic Modeling for Optimal Trading of Financial Asset in Volatile Market," Economics Bulletin, AccessEcon, vol. 33(3), pages 1788-1795.
  2. Sun, Edward W. & Meinl, Thomas, 2012. "A new wavelet-based denoising algorithm for high-frequency financial data mining," European Journal of Operational Research, Elsevier, Elsevier, vol. 217(3), pages 589-599.
  3. Meinl Thomas & Sun Edward W., 2012. "A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 16(3), pages 1-24, September.
  4. Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011. "Analysis of the intraday effects of economic releases on the currency market," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(4), pages 692-707, June.
  5. Edward W. Sun & Daniel Tenengauzer & Ali Bastani & Omid Rezania, 2011. "Identification of Driving Factors for Emerging Markets Sovereign Spreads," Economics Bulletin, AccessEcon, vol. 31(3), pages 2584-2592.
  6. Wei Sun & Svetlozar Rachev & Frank J. Fabozzi, 2009. "A New Approach for Using Lévy Processes for Determining High-Frequency Value-at-Risk Predictions," European Financial Management, European Financial Management Association, European Financial Management Association, vol. 15(2), pages 340-361.
  7. Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2009. "A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence," Empirical Economics, Springer, Springer, vol. 36(1), pages 201-229, February.
  8. Sun Wei & Rachev Svetlozar & Stoyanov Stoyan V. & Fabozzi Frank J., 2008. "Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 12(2), pages 1-37, May.
  9. Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2008. "Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration," Annals of Finance, Springer, Springer, vol. 4(2), pages 217-241, March.
  10. Sun, Wei & Rachev, Svetlozar & Fabozzi, Frank J., 2007. "Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns," Journal of Economics and Business, Elsevier, Elsevier, vol. 59(6), pages 575-595.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-IFN: International Finance (1) 2010-10-02. Author is listed
  2. NEP-MON: Monetary Economics (1) 2010-10-02. Author is listed
  3. NEP-MST: Market Microstructure (1) 2010-10-02. Author is listed

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