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Citations per year
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Cited by
All
Since 2019
Citations
35
27
h-index
3
2
i10-index
1
1
0
8
4
2016
2017
2018
2019
2020
2021
2022
2023
2024
3
1
4
5
5
4
7
1
5
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Weiou Wu
London South Bank University
Verified email at lsbu.ac.uk -
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Copula
Financial Econometrics
Articles
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Cited by
Year
Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
W Wu, MCK Lau, SA Vigne
Research in International Business and Finance 42, 1137-1149
, 2017
20
2017
Quantile dependence between the stock, bond and foreign exchange markets–evidence from the UK
H Raza, W Wu
The Quarterly Review of Economics and Finance 69, 286-296
, 2018
7
2018
Dynamic linkages in credit risk: modeling the time-varying correlation between the money and derivatives markets over the crisis period
W Wu, DG McMillan
Journal of Risk 16 (2)
, 2013
5
2013
Non-parametric estimation of copula parameters: testing for time-varying correlation
J Gong, W Wu, D McMillan, D Shi
Studies in Nonlinear Dynamics & Econometrics 19 (1), 93-106
, 2015
2
2015
The dependence structure in credit risk between money and derivatives markets: A time-varying conditional copula approach
W Wu, D G. McMillan
Managerial Finance 40 (8), 758-769
, 2014
1
2014
Correlations and linkages in credit risk: an investigation of the credit default swap market during the turmoil
W Wu
University of St Andrews
, 2013
2013
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