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Cindy Shin-huei Wang

Personal Details

First Name:Cindy Shin-huei
Middle Name:
Last Name:Wang
Suffix:
RePEc Short-ID:pwa328
Terminal Degree: Department of Economics; University of Southern California (from RePEc Genealogy)

Affiliation

(60%) Department of Quantitative Finance
National Tsing Hua University

Hsin-Chu, Taiwan
http://www.qf.nthu.edu.tw/

: 886 3 574 2422
886 3 562 1823
101, Section 2, Kuang Fu Road, 30013 Hsinchu
RePEc:edi:dqnthtw (more details at EDIRC)

(20%) Center for Operations Research and Econometrics (CORE)
École des Sciences Économiques de Louvain
Université Catholique de Louvain

Louvain-la-Neuve, Belgium
http://www.uclouvain.be/en-core.html

: 32(10)474321
32(10)474301
34 VOIE DU ROMAN PAYS, 1348 LOUVAIN-LA-NEUVE
RePEc:edi:coreebe (more details at EDIRC)

(20%) Department of Finance
National Taiwan University

Taipei, Taiwan
http://www.fin.ntu.edu.tw/

:


RePEc:edi:dfntutw (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. WANG, Kent & WANG, Shin-Huei & PAN, Zheyao, 2013. "Can federal reserve policy deviation explain response patterns of financial markets over time?," CORE Discussion Papers 2013029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung, 2012. "Total tourist arrival forecast: aggregation vs. disaggregation," CORE Discussion Papers 2012039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012. "Forecasting long memory processes subject to structural breaks," CORE Discussion Papers 2012048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. WANG , Shin-Huei & HSIAO, Cheng, 2008. "An easy test for two stationary long processes being uncorrelated via AR approximations," CORE Discussion Papers 2008047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Wang, Shin-Huei & Hafner, Christian, 2008. "Estimating autocorrelations in the presence of deterministic trends," CORE Discussion Papers 2008073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Wang, Shin-Huei & Vasilakis, Chrysovalantis, 2013. "Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points," Economics Letters, Elsevier, vol. 118(2), pages 389-392.
  2. Shin-Huei Wang Cindy & Hsiao Cheng, 2013. "Real-Time Monitoring Test for Realized Volatility," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 1-24, January.
  3. Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.
  4. Wang Shin-Huei & Hafner Christian, 2011. "Estimating Autocorrelations in the Presence of Deterministic Trends," Journal of Time Series Econometrics, De Gruyter, vol. 3(2), pages 1-25, April.
  5. Shin-Huei Wang & Cheng Hsiao, 2010. "The Role of China in Asian Monetary Integration," Chinese Economy, Taylor & Francis Journals, vol. 43(6), pages 22-33, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. WANG, Kent & WANG, Shin-Huei & PAN, Zheyao, 2013. "Can federal reserve policy deviation explain response patterns of financial markets over time?," CORE Discussion Papers 2013029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Chiara Canta & Marie-Louise Leroux, 2016. "Public and Private Hospitals, Congestion, and Redistribution," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 18(1), pages 42-66, February.
    2. RUSSO, Federica & MOUCHART, Michel & WUNSCH, Guillaume, 2013. "Confounding and control in a multivariate system. An issue in causal attribution," CORE Discussion Papers 2013068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. MLINAR, Tanja B. & CHEVALIER, Philippe, 2013. "Pooling in manufacturing: do opposites attract?," CORE Discussion Papers 2013040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  2. WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung, 2012. "Total tourist arrival forecast: aggregation vs. disaggregation," CORE Discussion Papers 2012039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. DEHEZ, Pierre & POUKENS, SOPHIE, 2013. "The Shapley value as a guide to FRAND licensing agreements," CORE Discussion Papers 2013012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Nora, Vladyslav & Uno, Hiroshi, 2014. "Saddle functions and robust sets of equilibria," Journal of Economic Theory, Elsevier, vol. 150(C), pages 866-877.
    3. BRECHET, Thierry & CAMACHO, Carmen & VELIOV, Vladimir M., 2012. "Adaptive model-predictive climate policies in a multi-country setting," CORE Discussion Papers 2012049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012. "Forecasting long memory processes subject to structural breaks," CORE Discussion Papers 2012048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.

    Cited by:

    1. Erdenebat Bataa & Marwan Izzeldin & Denise Osborn, 2015. "Changes in the global oil market," Working Papers 75761696, Lancaster University Management School, Economics Department.
    2. Papailias, Fotis & Fruet Dias, Gustavo, 2015. "Forecasting long memory series subject to structural change: A two-stage approach," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1056-1066.
    3. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2016. "Forecasting crude oil market volatility: A Markov switching multifractal volatility approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 1-9.
    4. Caporin, Massimiliano & Velo, Gabriel G., 2015. "Realized range volatility forecasting: Dynamic features and predictive variables," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 98-112.
    5. Gong, Xu & Lin, Boqiang, 2018. "Structural changes and out-of-sample prediction of realized range-based variance in the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 27-39.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2008-11-25 2009-04-05
  2. NEP-ETS: Econometric Time Series (2) 2008-11-25 2009-04-05
  3. NEP-MAC: Macroeconomics (1) 2013-09-26
  4. NEP-MON: Monetary Economics (1) 2013-09-26

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