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

Working Papers

2015

1. Forecasting Financial Extremes: A Network Degree Measure of Super-exponential Growth
   Papers, arXiv.org View citations (3)

2013

2. Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
   Papers, arXiv.org View citations (20)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) View citations (4)
   Working Papers, ETH Zurich, Chair of Systems Design View citations (10)

2011

3. Detection of Crashes and Rebounds in Major Equity Markets
   Papers, arXiv.org View citations (2)
   Also in Working Papers, ETH Zurich, Chair of Systems Design View citations (15)
4. Diagnosis and Prediction of Market Rebounds in Financial Markets
   Papers, arXiv.org View citations (3)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010) View citations (4)
5. Role of Diversification Risk in Financial Bubbles
   Papers, arXiv.org View citations (2)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) View citations (1)
   Working Papers, ETH Zurich, Chair of Systems Design View citations (3)

2010

6. Diagnosis and Prediction of Tipping Points in Financial Markets: Crashes and Rebounds
   Papers, arXiv.org View citations (24)
7. Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
   Papers, arXiv.org View citations (3)
   See also Journal Article Inferring fundamental value and crash nonlinearity from bubble calibration, Quantitative Finance, Taylor & Francis Journals (2014) View citations (4) (2014)
8. Leverage Bubble
   Papers, arXiv.org
   See also Journal Article Leverage bubble, Physica A: Statistical Mechanics and its Applications, Elsevier (2012) View citations (8) (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 View citations (13)

2014

2. Inferring fundamental value and crash nonlinearity from bubble calibration
   Quantitative Finance, 2014, 14, (7), 1273-1282 View citations (4)
   See also Working Paper Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration, Papers (2010) View citations (3) (2010)

2013

3. 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 View citations (25)

2012

4. Diagnosis and prediction of rebounds in financial markets
   Physica A: Statistical Mechanics and its Applications, 2012, 391, (4), 1361-1380 View citations (15)
5. Leverage bubble
   Physica A: Statistical Mechanics and its Applications, 2012, 391, (1), 180-186 View citations (8)
   See also Working Paper Leverage Bubble, Papers (2010) (2010)