Chor-yiu Sin

678 total citations
19 papers, 428 citations indexed

About

Chor-yiu Sin is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics. According to data from OpenAlex, Chor-yiu Sin has authored 19 papers receiving a total of 428 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in General Economics, Econometrics and Finance, 8 papers in Finance and 8 papers in Economics and Econometrics. Recurrent topics in Chor-yiu Sin's work include Monetary Policy and Economic Impact (9 papers), Financial Risk and Volatility Modeling (7 papers) and Statistical Methods and Inference (6 papers). Chor-yiu Sin is often cited by papers focused on Monetary Policy and Economic Impact (9 papers), Financial Risk and Volatility Modeling (7 papers) and Statistical Methods and Inference (6 papers). Chor-yiu Sin collaborates with scholars based in Taiwan, Hong Kong and United States. Chor-yiu Sin's co-authors include Halbert White, Wing-Fai Leung, Ching‐Kang Ing, Rongmao Zhang, Shiqing Ling, Clive W. J. Granger, Galit Shmueli, Kin Lam, Ling-Po Shiu and Cheng-Few Lee and has published in prestigious journals such as Journal of Econometrics, Economic Modelling and Journal of Multivariate Analysis.

In The Last Decade

Chor-yiu Sin

18 papers receiving 385 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Chor-yiu Sin Taiwan 10 222 161 147 96 45 19 428
Juan M. Rodríguez‐Póo Spain 12 198 0.9× 89 0.6× 78 0.5× 154 1.6× 49 1.1× 43 409
Hiroki Tsurumi United States 13 177 0.8× 137 0.9× 89 0.6× 112 1.2× 43 1.0× 49 425
Xiaohong Chen United States 6 183 0.8× 138 0.9× 58 0.4× 125 1.3× 36 0.8× 15 372
Anna Mikusheva United States 11 152 0.7× 201 1.2× 108 0.7× 193 2.0× 34 0.8× 21 426
Bryan W. Brown United States 10 325 1.5× 294 1.8× 151 1.0× 139 1.4× 85 1.9× 15 569
Christopher L. Cavanagh United States 6 252 1.1× 182 1.1× 202 1.4× 122 1.3× 69 1.5× 7 461
Demián Pouzo United States 10 203 0.9× 144 0.9× 129 0.9× 228 2.4× 48 1.1× 27 487
Jean‐Yves Pitarakis United Kingdom 11 274 1.2× 254 1.6× 165 1.1× 74 0.8× 33 0.7× 30 468
Ryo Okui Japan 13 285 1.3× 151 0.9× 82 0.6× 266 2.8× 107 2.4× 43 685
David T. Jacho‐Chávez United States 10 120 0.5× 87 0.5× 55 0.4× 141 1.5× 18 0.4× 46 299

Countries citing papers authored by Chor-yiu Sin

Since Specialization
Citations

This map shows the geographic impact of Chor-yiu Sin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Chor-yiu Sin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Chor-yiu Sin more than expected).

Fields of papers citing papers by Chor-yiu Sin

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Chor-yiu Sin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Chor-yiu Sin. The network helps show where Chor-yiu Sin may publish in the future.

Co-authorship network of co-authors of Chor-yiu Sin

This figure shows the co-authorship network connecting the top 25 collaborators of Chor-yiu Sin. A scholar is included among the top collaborators of Chor-yiu Sin based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Chor-yiu Sin. Chor-yiu Sin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

19 of 19 papers shown
1.
Sin, Chor-yiu, et al.. (2020). On asymptotic risk of selecting models for possibly nonstationary time-series. Econometric Reviews. 40(4). 387–414.
2.
Sin, Chor-yiu & Cheng-Few Lee. (2020). Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression. Econometrics and Statistics. 18. 117–142. 4 indexed citations
3.
Shmueli, Galit, et al.. (2019). Tree-based methods for clustering time series using domain-relevant attributes. RePEc: Research Papers in Economics. 2(1). 1–23. 8 indexed citations
4.
Shmueli, Galit, et al.. (2018). Tree-Based Methods for Clustering Time Series Using Domain-Relevant Attributes. SSRN Electronic Journal. 1 indexed citations
5.
Sin, Chor-yiu, et al.. (2018). Order selection for possibly infinite-order non-stationary time series. AStA Advances in Statistical Analysis. 103(2). 187–216. 1 indexed citations
6.
Sin, Chor-yiu. (2015). The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong. International Review of Economics & Finance. 40. 298–311. 33 indexed citations
7.
Zhang, Rongmao, Chor-yiu Sin, & Shiqing Ling. (2014). On functional limits of short- and long-memory linear processes with GARCH(1,1) noises. Stochastic Processes and their Applications. 125(2). 482–512. 11 indexed citations
8.
Sin, Chor-yiu. (2014). QMLE OF A STANDARD EXPONENTIAL ACD MODEL: ASYMPTOTIC DISTRIBUTION AND RESIDUAL CORRELATION. Annals of Financial Economics. 9(2). 1440009–1440009. 3 indexed citations
9.
Sin, Chor-yiu. (2013). Using CARRX models to study factors affecting the volatilities of Asian equity markets. The North American Journal of Economics and Finance. 26. 552–564. 15 indexed citations
10.
Ing, Ching‐Kang, et al.. (2011). Model selection for integrated autoregressive processes of infinite order. Journal of Multivariate Analysis. 106. 57–71. 15 indexed citations
11.
Ing, Ching‐Kang, et al.. (2009). PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER. Econometric Theory. 26(3). 774–803. 7 indexed citations
12.
Shiu, Ling-Po & Chor-yiu Sin. (2006). Top-down, Middle-out, and Bottom-up Processes: A Cognitive Perspective of Teaching and Learning Economics. International Review of Economics Education. 5(1). 60–72. 6 indexed citations
13.
Lam, Kin, et al.. (2003). A theoretical framework to evaluate different margin‐setting methodologies. Journal of Futures Markets. 24(2). 117–145. 10 indexed citations
14.
Sin, Chor-yiu & Wing-Fai Leung. (2001). Impacts of FDI liberalization on investment inflows. Applied Economics Letters. 8(4). 253–256. 19 indexed citations
15.
Granger, Clive W. J. & Chor-yiu Sin. (2000). Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk. Journal of Forecasting. 19(4). 277–298. 5 indexed citations
16.
Sin, Chor-yiu, et al.. (1997). Public Infrastructure and Economic Growth: Time‐Series Properties and Evidence*. Economic Record. 73(221). 125–135. 59 indexed citations
17.
Sin, Chor-yiu, et al.. (1997). Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models. Economic Modelling. 14(1). 39–60. 14 indexed citations
18.
Sin, Chor-yiu. (1996). Strictly Local Martingales and Hedge Ratios on Stochatic Volatility Models. eCommons (Cornell University). 11 indexed citations
19.
Sin, Chor-yiu & Halbert White. (1996). Information criteria for selecting possibly misspecified parametric models. Journal of Econometrics. 71(1-2). 207–225. 206 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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