| Applied quantitative finance WK Härdle, CYH Chen, L Overbeck Springer, 2017 | 183 | 2017 |
| The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach CYHCSWH Kehluh Wang International Review of Economics & Finance 20 (4), 654-664, 2011 | 125 | 2011 |
| Perceived fairness of pricing on the Internet JH Huang, CT Chang, CYH Chen Journal of Economic Psychology 26 (3), 343-361, 2005 | 125 | 2005 |
| Sentiment-induced bubbles in the cryptocurrency market CYH Chen, CM Hafner Journal of Risk and Financial Management 12 (2), 53, 2019 | 97 | 2019 |
| Pricing cryptocurrency options AJ Hou, W Wang, CYH Chen, WK Härdle Journal of Financial Econometrics 18 (2), 250-279, 2020 | 83 | 2020 |
| Tail event driven networks of SIFIs CYH Chen, WK Härdle, Y Okhrin Journal of Econometrics 208 (1), 282-298, 2019 | 77 | 2019 |
| Distillation of news flow into analysis of stock reactions JL Zhang, WK Härdle, CY Chen, E Bommes Journal of Business & Economic Statistics 34 (4), 547-563, 2016 | 71 | 2016 |
| Dynamic topic modelling for cryptocurrency community forums M Linton, EGS Teo, E Bommes, CY Chen, WK Härdle Applied quantitative finance, 355-372, 2017 | 58 | 2017 |
| A first econometric analysis of the CRIX family S Chen, CYH Chen, WK Härdle arXiv preprint arXiv:2009.12129, 2020 | 51 | 2020 |
| What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability CYH Chen, L Guo, T Renault Investor Sentiment and Return Predictability (June 3, 2019), 2019 | 45 | 2019 |
| Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics CYH Chen, TC Chiang, WK Härdle Journal of Banking & Finance 93, 21-32, 2018 | 45 | 2018 |
| Deep learning-based cryptocurrency sentiment construction S Nasekin, CYH Chen Digital Finance 2 (1), 39-67, 2020 | 44 | 2020 |
| Hedged portfolio value-at-risk using the conditional copula: An illustration of model risk AHT Cathy Yi-Hsuan Chen International Review of Economics & Finance 27, 514-528., 2013 | 39* | 2013 |
| Empirical analysis of the intertemporal relationship between downside risk and expected returns: Evidence from time‐varying transition probability models CYH Chen, TC Chiang European Financial Management 22 (5), 749-796, 2016 | 37 | 2016 |
| FRM financial risk meter A Mihoci, M Althof, CYH Chen, WK Härdle The Econometrics of Networks, 335-368, 2020 | 32 | 2020 |
| Default correlation at the sovereign level: Evidence from some Latin American Markets KWAHT Cathy Yi-Hsuan Chen Applied Economics 43, 1399-1411, 2011 | 32 | 2011 |
| Pricing cryptocurrency options: the case of CRIX and Bitcoin CYH Chen, WK Härdle, AJ Hou, W Wang IRTG 1792 Discussion Paper, 2018 | 29 | 2018 |
| Econometric analysis of a cryptocurrency index for portfolio investment S Chen, CYH Chen, WK Härdle, TM Lee, B Ong Handbook of Blockchain, Digital Finance, and Inclusion, Volume 1, 175-206, 2018 | 27 | 2018 |
| Common factors in credit defaults swaps markets CYH Chen, WK Härdle SFB 649 Discussion Paper, 2012 | 24 | 2012 |
| Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan AHTKW Cathy Yi-Hsuan Chen Journal of International Financial Markets, Institutions & Money 18 (3), 259-271, 2008 | 19 | 2008 |
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of Statistics在 hu-berlin.de 的电子邮件经过验证
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of Statistics在 hu-berlin.de 的电子邮件经过验证