Dr. Dr. Edward W. Sun
TitleCited byYear
A new wavelet-based denoising algorithm for high-frequency financial data mining
EW Sun, T Meinl
European Journal of Operational Research 217 (3), 589-599, 2012
712012
Distortion risk measures in portfolio optimization
EN Sereda, EM Bronshtein, ST Rachev, FJ Fabozzi, W Sun, SV Stoyanov
Handbook of portfolio construction, 649-673, 2010
582010
A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence
W Sun, S Rachev, FJ Fabozzi, PS Kalev
Empirical economics 36 (1), 201, 2009
522009
Multivariate skewed Student's t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
W Sun, S Rachev, SV Stoyanov, FJ Fabozzi
Studies in Nonlinear Dynamics & Econometrics 12 (2), 2008
502008
Fractals or IID: evidence of long-range dependence and heavy tailedness from modeling German equity market returns
W Sun, S Rachev, FJ Fabozzi
Journal of Economics and Business 59 (6), 575-595, 2007
472007
Generalized optimal wavelet decomposing algorithm for big financial data
EW Sun, YT Chen, MT Yu
International Journal of Production Economics 165, 194-214, 2015
392015
Alpha-stable paradigm in financial markets
A Kabašinskas, ST Rachev, L Sakalauskas, W Sun, I Belovas
Journal of computational analysis and applications 11 (4), 641-668, 2009
392009
Ring opening polymerization of benzoxazines—a new route to phenolic resins
G Riess, JM Schwob, G Guth, M Roche, B Laude
Advances in polymer synthesis, 27-49, 1985
351985
Long-range dependence, fractal processes, and intra-daily data
W Sun, SZ Rachev, F Fabozzi
Handbook on Information Technology in Finance, 543-585, 2008
322008
Optimal retirement asset decumulation strategies: The impact of housing wealth
W Sun, RK Triest, A Webb
Asia-Pacific Journal of Risk and Insurance 3 (1), 2008
282008
Optimal retirement asset decumulation strategies: The impact of housing wealth
W Sun, RK Triest, A Webb
Asia-Pacific Journal of Risk and Insurance 3 (1), 2008
282008
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
W Sun, S Rachev, FJ Fabozzi, PS Kalev
Annals of Finance 4 (2), 217-241, 2008
272008
Systemic risk, financial markets, and performance of financial institutions
EMH Lin, EW Sun, MT Yu
Annals of Operations Research, 2016
262016
SYSTEMIC RISK, FINANCIAL MARKETS, AND PERFORMANCE OF FINANCIAL INSTITUTIONS
EMH Lin, EW Sun, MT Yu
Annals of Operations Research, DOI: 10.1007/s10479-016-2113-8, 2016
262016
Systemic Risk, Financial Markets, and Performance of Financial Institutions
EM Lin, EW Sun, MT Yu
Annals of Operations Research, 2016
262016
High frequency trading, liquidity, and execution cost
EW Sun, T Kruse, MT Yu
Annals of Operations Research 223 (1), 403-432, 2014
262014
Analysis of the intraday effects of economic releases on the currency market
EW Sun, O Rezania, ST Rachev, FJ Fabozzi
Journal of International Money and Finance 30 (4), 692-707, 2011
172011
Mixed-stable models for analyzing high-frequency financial data
A Kabasinskas, L Sakalauskas, EW Sun, I Belovas
Journal of Computational Analysis and Applications 14 (7), 1210-1226, 2012
162012
Mixted-Stable Models for Analyzing High-Frequency Financial Data
I Kabasinskas, S., Sakalauskas, L., Sun, E. W
Journal of Computational Analysis and Applications 14 (7), 1210-1226, 2012
162012
A new approach for using LÚvy processes for determining high‐frequency value‐at‐risk predictions
W Sun, S Rachev, FJ Fabozzi
European Financial Management 15 (2), 340-361, 2009
142009
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Articles 1–20