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Rui Fan

Rensselaer Polytechnic Institute (from arXiv:2101.11568, 2021) · OpenAlex

7 papers in scope · 7 published · 1 on the econ.EM arXiv · 165 citations · h-index 5 (over the papers listed here)

Related authors

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

  1. Yannick Hoga
  2. Alex Maynard
  3. Nina Kuriyama
  4. Christian Schulz
  5. Ji Hyung Lee
  6. Zhentao Shi
  7. Katsumi Shimotsu
  8. Wolfgang Karl Härdle
  9. Christis Katsouris
  10. Tobias Fissler
  11. Youngki Shin
  12. Timo Dimitriadis
  13. Chen Huang
  14. Ziwei Mei
  15. Stephan Smeekes
  16. Ning Wang
  17. Myung Hwan Seo
  18. Ines Wilms
  19. Yuan Liao
  20. Sokbae Lee

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

(1 of 7)

Market systemic risk, predictability and macroeconomics news
published2023 · Finance research letters · 4 citations · first circulated 2022
with Cindy S.H. Wang, Yanpeng Xie, Xie Yiqiang
published2023 · Journal of Econometrics · 5 citations · first circulated 2021
Predictive quantile regressions under persistence and conditional heteroskedasticity
published2019 · Journal of Econometrics · 33 citations · first circulated 2017
Generalized empirical likelihood specification test robust to local misspecification
published2018 · Economics Letters
with Haiqi Li, Sung Y. Park
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches
published2015 · Journal of Futures Markets · 19 citations
with Haiqi Li, Sung Y. Park
Resource abundance and economic growth in China
published2012 · China Economic Review · 98 citations
with Ying Fang, Sung Y. Park
Deriving Implied Distributions From Commodity Option Prices: An Application To Soybean, Corn And Wheat Using Mixture Of Lognormals
published2001 · Graduate Research Master's Degree Plan B Papers · 6 citations

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.