Li‐Hsien Sun

568 total citations
19 papers, 259 citations indexed

About

Li‐Hsien Sun is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Li‐Hsien Sun has authored 19 papers receiving a total of 259 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 9 papers in Economics and Econometrics and 7 papers in Statistics and Probability. Recurrent topics in Li‐Hsien Sun's work include Stochastic processes and financial applications (7 papers), Complex Systems and Time Series Analysis (7 papers) and Financial Risk and Volatility Modeling (6 papers). Li‐Hsien Sun is often cited by papers focused on Stochastic processes and financial applications (7 papers), Complex Systems and Time Series Analysis (7 papers) and Financial Risk and Volatility Modeling (6 papers). Li‐Hsien Sun collaborates with scholars based in Taiwan, United States and Japan. Li‐Hsien Sun's co-authors include Jean‐Pierre Fouque, René Carmona, Takeshi Emura, Jong‐Min Kim, Wei‐Chen Lee, Yi‐Ju Tseng, Li Zhu, Chunrong Ai, Zheng Zhang and Shuenn‐Jyi Sheu and has published in prestigious journals such as PLoS ONE, Journal of Econometrics and Journal of Optimization Theory and Applications.

In The Last Decade

Li‐Hsien Sun

17 papers receiving 248 citations

Peers

Li‐Hsien Sun

FINAN

MSOR

Igor Cialenco United States

Thomas Kruse Germany

Adrien Richou France

Qingshuo Song United States

Tommi Sottinen Finland

Jean-François Chassagneux France

Ariel Neufeld Singapore

Areski Cousin France

Marco Dozzi France

Jaya P. N. Bishwal United States

Igor Cialenco United States

Li‐Hsien Sun

194 ×1.1

FINAN

59 ×0.6

30 ×0.6

48 ×1.1

MSOR

31 ×0.9

Citations per year, relative to Li‐Hsien Sun Li‐Hsien Sun (= 1×) peers Igor Cialenco

Countries citing papers authored by Li‐Hsien Sun

Since Specialization

Citations

This map shows the geographic impact of Li‐Hsien Sun'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 Li‐Hsien Sun with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Li‐Hsien Sun more than expected).

Fields of papers citing papers by Li‐Hsien Sun

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Li‐Hsien Sun. 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 Li‐Hsien Sun. The network helps show where Li‐Hsien Sun may publish in the future.

Co-authorship network of co-authors of Li‐Hsien Sun

This figure shows the co-authorship network connecting the top 25 collaborators of Li‐Hsien Sun. A scholar is included among the top collaborators of Li‐Hsien Sun 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 Li‐Hsien Sun. Li‐Hsien Sun is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

19 of 19 papers shown

Sun, Li‐Hsien, et al.. (2025). Detecting Structural Shifts and Estimating Single Change-Points in Interval-Based Time Series. Statistics and Computing. 35(5).

Sun, Li‐Hsien, et al.. (2024). Change point estimation for Gaussian time series data with copula-based Markov chain models. Computational Statistics. 2 indexed citations

Ai, Chunrong, Li‐Hsien Sun, Zheng Zhang, & Li Zhu. (2022). Testing unconditional and conditional independence via mutual information. Journal of Econometrics. 240(2). 105335–105335.

Sun, Li‐Hsien, et al.. (2022). The Pareto type I joint frailty-copula model for clustered bivariate survival data. Communications in Statistics - Simulation and Computation. 53(4). 2006–2030. 5 indexed citations

Sun, Li‐Hsien, et al.. (2021). Optimal investment and reinsurance of insurers with lognormal stochastic factor model. Mathematical Control and Related Fields. 12(2). 531–531. 6 indexed citations

Emura, Takeshi, et al.. (2021). Change point estimation under a copula-based Markov chain model for binomial time series. Econometrics and Statistics. 28. 120–137. 4 indexed citations

Sun, Li‐Hsien. (2021). Mean Field Games with Heterogeneous Groups: Application to Banking Systems. Journal of Optimization Theory and Applications. 192(1). 130–167. 3 indexed citations

Huang, Minyi, Shuenn‐Jyi Sheu, & Li‐Hsien Sun. (2020). Mean field social optimization: feedback person-by-person optimality and the master equation. 4921–4926. 1 indexed citations

Sun, Li‐Hsien, et al.. (2020). Copula-Based Markov Models for Time Series. 11 indexed citations

10.

Sun, Li‐Hsien, et al.. (2020). Copula-Based Markov Models for Time Series: Parametric Inference and Process Control. 7 indexed citations

11.

Sun, Li‐Hsien, et al.. (2019). Modeling financial interval time series. PLoS ONE. 14(2). e0211709–e0211709. 2 indexed citations

12.

Emura, Takeshi, et al.. (2019). Estimation under copula-based Markov normal mixture models for serially correlated data. Communications in Statistics - Simulation and Computation. 50(12). 4483–4515. 2 indexed citations

13.

Sun, Li‐Hsien, et al.. (2018). A Bayesian inference for time series via copula-based Markov chain models. Communications in Statistics - Simulation and Computation. 49(11). 2897–2913. 6 indexed citations

14.

Carmona, René, et al.. (2018). Systemic Risk and Stochastic Games with Delay. Journal of Optimization Theory and Applications. 179(2). 366–399. 26 indexed citations

15.

Lee, Wei‐Chen, et al.. (2018). Fitting competing risks data to bivariate Pareto models. Communication in Statistics- Theory and Methods. 48(5). 1193–1220. 10 indexed citations

16.

Sun, Li‐Hsien. (2017). Systemic Risk and Interbank Lending. Journal of Optimization Theory and Applications. 179(2). 400–424. 10 indexed citations

17.

Carmona, René, Jean‐Pierre Fouque, & Li‐Hsien Sun. (2015). Mean Field Games and systemic risk. Communications in Mathematical Sciences. 13(4). 911–933. 121 indexed citations

18.

Emura, Takeshi, et al.. (2015). R routines for performing estimation and statistical process control under copula-based time series models. Communications in Statistics - Simulation and Computation. 46(4). 3067–3087. 19 indexed citations

19.

Carmona, René, Jean‐Pierre Fouque, & Li‐Hsien Sun. (2013). Mean Field Games and Systemic Risk. SSRN Electronic Journal. 24 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.

Explore authors with similar magnitude of impact