Cindy Shin-huei Wang

Names

Contact

Affiliations

• National Tsing Hua University → Department of Quantitative Finance (weight: 60%)
  • website
  • location: Hsin-Chu, Taiwan
• Université Catholique de Louvain → Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM) → Center for Operations Research and Econometrics (CORE) (weight: 20%)
  • website
  • location: Louvain-la-Neuve, Belgium
• National Taiwan University → Department of Finance (weight: 20%)
  • website
  • location: Taipei, Taiwan

Research profile

author of:

• Estimating autocorrelations in the presence of deterministic trends
  by Wang, Shin-Huei & Hafner, Christian
• The Role of China in Asian Monetary Integration
  by Shin-Huei Wang & Cheng Hsiao
• An easy test for two stationary long processes being uncorrelated via AR approximations
  by WANG , Shin-Huei & HSIAO, Cheng
• Estimating Autocorrelations in the Presence of Deterministic Trends
  by Wang Shin-Huei & Hafner Christian
• Total tourist arrival forecast: aggregation vs. disaggregation
  by WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung
• Forecasting long memory processes subject to structural breaks
  by WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng
• Real-Time Monitoring Test for Realized Volatility
  by Shin-Huei Wang Cindy & Hsiao Cheng
• Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
  by Wang, Shin-Huei & Vasilakis, Chrysovalantis
• Can federal reserve policy deviation explain response patterns of financial markets over time?
  by WANG, Kent & WANG, Shin-Huei & PAN, Zheyao
• Forecasting a long memory process subject to structural breaks
  by Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng