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Author ID: wang.chao.22 Recent zbMATH articles by "Wang, Chao"
Published as: Wang, Chao
Homepage: https://www.sydney.edu.au/business/about/our-people/academic-staff/chao-wang.htm...
External Links: Google Scholar · ResearchGate
Documents Indexed: 18 Publications since 2013, including 10 Additional arXiv Preprints
Co-Authors: 3 Co-Authors with 4 Joint Publications
222 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

4 Publications have been cited 12 times in 11 Documents Cited by Year
Forecasting risk via realized GARCH, incorporating the realized range. Zbl 1469.62337
Gerlach, Richard; Wang, Chao
7
2016
Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility. Zbl 1402.91913
Gerlach, Richard; Walpole, Declan; Wang, Chao
2
2017
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution. Zbl 1428.62467
Wang, Chao; Chen, Qian; Gerlach, Richard
2
2019
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures. Zbl 1518.91316
Wang, Chao; Gerlach, Richard; Chen, Qian
1
2023
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures. Zbl 1518.91316
Wang, Chao; Gerlach, Richard; Chen, Qian
1
2023
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution. Zbl 1428.62467
Wang, Chao; Chen, Qian; Gerlach, Richard
2
2019
Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility. Zbl 1402.91913
Gerlach, Richard; Walpole, Declan; Wang, Chao
2
2017
Forecasting risk via realized GARCH, incorporating the realized range. Zbl 1469.62337
Gerlach, Richard; Wang, Chao
7
2016

Citations by Year