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Wenze Li

Nanyang Technological University (from arXiv:2506.18001, 2025) · OpenAlex

4 papers in scope · 2 published · 1 on the econ.EM arXiv · 9 citations · h-index 1 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Dennis Lim
  2. Jack R. Porter
  3. Wenjie Wang
  4. Justin McCrary
  5. David S. Lee
  6. Marcelo J. Moreira
  7. Yichong Zhang
  8. Manu Navjeevan
  9. Anna Mikusheva
  10. Luther Yap
  11. Tom Boot
  12. Liyang Sun
  13. Didier Nibbering
  14. Mac Lockhart
  15. Ziwen Zu
  16. Pengjin Min
  17. Sombut Jaidee
  18. Qu Feng
  19. Liyu Dou
  20. Michael Jansson

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 4)

working paper2025 · arXiv
working paper2025 · arXiv
A Black–Litterman approach to correlation stress testing
published2013 · Quantitative Finance · 9 citations
with F.C. Ng, Philip L. H. Yu
Distribution of the cross‐correlations of squared residuals in ARIMA models
published2004 · Canadian Journal of Statistics
with Heung Wong

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.