Publication
Cindy S.H. Wang * Cheng Hsiao and Hao Hsiang Yang:---Market integration, systemic risk and diagnostic tests in large mixed panel, forthcoming, 2021, Econometric Reviews (SSCI) .
Yi Chi Chen and Cindy S.H. Wang—A fresh look at risk-return tradeoff, conditionally accepted for publication, 2021, Pacific Basin Finance Journal (SSCI).
Cindy S.H. Wang and Shui Ki Wan: ― A simple forecast of VARMA models subject to breaks, Advanced in Econometrics (SJR impact factor, 1.394; ranked at 115, closer to Econometric Reviews at 108 with impact factor 1.514), Chapter 4, Vol 41, 2020.
Cindy, S.H. Wang* , Shui Ki Wan and Donald D.H. Lien: A comprehensive study to out-of-sample premium prediction , outstanding best research paper award, Journal of Financial Studies (TSSCI, best finance journal in Taiwan), forthcoming , 2021.
Cheng Few Lee, Cindy S.H. Wang* and Andrew Y.M. Xie,:---Exchange Rate Risk in the U.S. stock market:-- A Pooled Panel Data Regression Approach, SFM-JFS Award by the 25th Conference on the Theories and Practices of Securities and Financial Markets ; Journal of Financial Study (TSSCI, best finance journal in Taiwan)(listed on SSRN’s Top 10 downloaded list ), forthcoming, 2021.
Cindy S.H. Wang and Christian Hafner: ― A Simple Solution to Spurious Regression Problems, Studies in Nonlinear Dynamic and Econometric(SSCI)s, 2018, 1-14.
Cindy S.H. Wang, Luc Bauwens and Cheng Hsiao: ― Forecasting the long memory processes with structural breaks ‖, Journal of Econometrics(SSCI), 2013, 117, 171-184..
Shui ki Wan, Cindy S. H. Wang and Chi Keung Woo: ― Aggregate or Disaggregate? Evidence from Hong Kong Total Tourist Arrival Forecast s, Annals of Tourism Research (SSCI , 5-year impact factor: 3.356, A level ) , 2013 , 42, 434-438.
Cindy S.H. Wang and Chrysovalantis Vasilakis: ― Recursive structural break tests for structural change of long memory ARFIMA processes with unknown break points, Economics Letters (SSCI), 2013, Vol. 118 (2), 389-392.
Cindy Shin-Huei Wang* and Cheng Hsiao: ― The Real Time Monitoring Tests for Realized Volatilities, Journal of Time Series Econometrics, 2013, Vol. 5(1), 1-24. (Leading article)
(SJR impact factor 0.938; LSE New Journal with the great editorial board).
Shui Ki Wan, Shin-Huei Wang* and Yi Meng Xie: ― The time-varying approach to reexamining the Chinese RMB, Empirical Economics Letters, 2013, Vol 12 , Number 4.
Cindy S.H. Wang and Christian Hafner: ― Estimating Autocorrelations in the Presence of Deterministic Trends, Journal of Time Series Econometrics, 2011, Vol 3, issue 2, Article 4.
(SJR impact factor 0.938; LSE New Journal with the great editorial board).
Shin-Huei Wang* and Cheng Hsiao: ― The role of China in the Asian Monetary Integration, The Chinese Economy(Thomson Reuters: ESCI), 2010, No 6, 24-33.
Book Chapter
Cindy S.H. Wang* and Y.M. Xie ― Structural change and monitoring tests , The Handbook of Econometrics and Statistics , Chapter 31, Springer, 2015.
Shin-Huei Wang* and Cheng Hsiao: ― Mean variance portfolio allocation Encyclopedia of Finance, edited by Cheng Few Lee, Kluwer, 2006, Chapter 19, 457-469.
Shin-Huie Wang: ― Jump diffusion model , Encyclopedia of Finance, edited by Cheng Few Lee, Kluwer, 2006, Chapter 43, 676-688.
