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Details about Wanfeng Yan

Access statistics for papers by Wanfeng Yan.

Last updated 2016-12-07. Update your information in the RePEc Author Service.

Short-id: pya483


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Working Papers

2015

  1. Forecasting Financial Extremes: A Network Degree Measure of Super-exponential Growth
    Papers, arXiv.org Downloads View citations (1)

2013

  1. Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
    Papers, arXiv.org Downloads View citations (12)
    Also in Working Papers, ETH Zurich, Chair of Systems Design Downloads
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) Downloads View citations (2)

2011

  1. Detection of Crashes and Rebounds in Major Equity Markets
    Papers, arXiv.org Downloads View citations (1)
    Also in Working Papers, ETH Zurich, Chair of Systems Design Downloads
  2. Diagnosis and Prediction of Market Rebounds in Financial Markets
    Papers, arXiv.org Downloads View citations (3)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010) Downloads
  3. Role of Diversification Risk in Financial Bubbles
    Papers, arXiv.org Downloads View citations (1)
    Also in Working Papers, ETH Zurich, Chair of Systems Design Downloads
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) Downloads

2010

  1. Diagnosis and Prediction of Tipping Points in Financial Markets: Crashes and Rebounds
    Papers, arXiv.org Downloads View citations (12)
  2. Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in Quantitative Finance (2014)
  3. Leverage Bubble
    Papers, arXiv.org Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)

Journal Articles

2016

  1. Robust and efficient estimation with weighted composite quantile regression
    Physica A: Statistical Mechanics and its Applications, 2016, 457, (C), 413-423 Downloads View citations (5)

2014

  1. Inferring fundamental value and crash nonlinearity from bubble calibration
    Quantitative Finance, 2014, 14, (7), 1273-1282 Downloads View citations (1)
    See also Working Paper (2010)

2013

  1. Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (19), 4417-4428 Downloads View citations (17)

2012

  1. Diagnosis and prediction of rebounds in financial markets
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (4), 1361-1380 Downloads View citations (9)
  2. Leverage bubble
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (1), 180-186 Downloads View citations (8)
    See also Working Paper (2010)
 
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