Shiqing Ling

4.6k total citations · 1 hit paper
85 papers, 3.1k citations indexed

About

Shiqing Ling is a scholar working on Finance, General Economics, Econometrics and Finance and Statistics and Probability. According to data from OpenAlex, Shiqing Ling has authored 85 papers receiving a total of 3.1k indexed citations (citations by other indexed papers that have themselves been cited), including 74 papers in Finance, 40 papers in General Economics, Econometrics and Finance and 38 papers in Statistics and Probability. Recurrent topics in Shiqing Ling's work include Financial Risk and Volatility Modeling (74 papers), Monetary Policy and Economic Impact (40 papers) and Statistical Methods and Inference (30 papers). Shiqing Ling is often cited by papers focused on Financial Risk and Volatility Modeling (74 papers), Monetary Policy and Economic Impact (40 papers) and Statistical Methods and Inference (30 papers). Shiqing Ling collaborates with scholars based in Hong Kong, China and Australia. Shiqing Ling's co-authors include Michael McAleer, W. K. Li, Ke Zhu, Dong Li, Ngai Hang Chan, Howell Tong, Dong Li, Rongmao Zhang, Hira L. Koul and Lajos Horváth and has published in prestigious journals such as Journal of the American Statistical Association, Biometrika and Journal of Econometrics.

In The Last Decade

Shiqing Ling

79 papers receiving 2.9k citations

Hit Papers

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 2003 2026 2010 2018 2003 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
    2003 630 citations Shiqing Ling, Michael McAleer Econometric Theory profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Shiqing Ling Hong Kong 26 2.5k 1.8k 1.3k 903 160 85 3.1k
Jean‐Michel Zakoïan France 25 3.3k 1.4× 2.7k 1.5× 1.5k 1.1× 708 0.8× 169 1.1× 70 4.0k
Stefan Mittnik Germany 26 2.1k 0.8× 1.8k 1.0× 865 0.7× 339 0.4× 133 0.8× 105 2.9k
Werner Ploberger United States 17 1.4k 0.6× 2.2k 1.2× 1.9k 1.4× 686 0.8× 86 0.5× 27 3.4k
Zhijie Xiao United States 22 1.0k 0.4× 1.6k 0.9× 979 0.7× 629 0.7× 77 0.5× 104 2.5k
Anders Rahbek Denmark 21 1.1k 0.4× 1.1k 0.6× 1.0k 0.8× 448 0.5× 75 0.5× 76 1.8k
Per A. Mykland United States 28 3.7k 1.5× 2.4k 1.3× 784 0.6× 873 1.0× 114 0.7× 82 4.5k
Esther Ruiz Spain 20 1.9k 0.8× 1.6k 0.9× 844 0.6× 261 0.3× 99 0.6× 71 2.4k
Liudas Giraitis United Kingdom 25 1.7k 0.7× 1.3k 0.7× 492 0.4× 591 0.7× 139 0.9× 84 2.4k
Jean‐Marie Dufour Canada 24 718 0.3× 1.2k 0.7× 1.1k 0.9× 763 0.8× 43 0.3× 106 2.3k
Olivier Scaillet Switzerland 27 2.3k 0.9× 1.3k 0.7× 522 0.4× 553 0.6× 67 0.4× 116 3.1k

Countries citing papers authored by Shiqing Ling

Since Specialization
Citations

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

Fields of papers citing papers by Shiqing Ling

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Shiqing Ling. 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 Shiqing Ling. The network helps show where Shiqing Ling may publish in the future.

Co-authorship network of co-authors of Shiqing Ling

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

All Works

20 of 20 papers shown
1.
Ling, Shiqing, et al.. (2023). Statistical Inference for Heavy-tailed and Partially Nonstationary Vector ARMA Models. Statistica Sinica. 1 indexed citations
2.
Ling, Shiqing & Ke Zhu. (2022). Self-Weighted LSE and Residual-Based QMLE of ARMA-GARCH Models. Journal of risk and financial management. 15(2). 90–90. 1 indexed citations
3.
Ling, Shiqing, et al.. (2019). Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data. Journal of Business and Economic Statistics. 39(1). 136–147. 4 indexed citations
4.
Ling, Shiqing, et al.. (2017). Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models. Journal of Econometrics. 197(2). 368–381. 5 indexed citations
5.
Zhu, Ke & Shiqing Ling. (2015). Model-based pricing for financial derivatives. Journal of Econometrics. 187(2). 447–457. 6 indexed citations
6.
Ling, Shiqing, et al.. (2015). Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models. Journal of Business and Economic Statistics. 35(2). 318–333. 5 indexed citations
7.
Ling, Shiqing. (2014). Comment of "Principal Volatility Component Analysis" by Hu and Tsay. Journal of Business and Economic Statistics. 32(2). 165.
8.
Guo, Shaojun, Shiqing Ling, & Ke Zhu. (2013). Factor double autoregressive models with application to simultaneous causality testing. Journal of Statistical Planning and Inference. 148. 82–94. 6 indexed citations
9.
Li, Dong, Shiqing Ling, & Wai Keung Li. (2012). ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS. Econometric Theory. 29(3). 482–516. 22 indexed citations
10.
Li, Dong & Shiqing Ling. (2011). On the least squares estimation of multiple-regime threshold autoregressive models. Journal of Econometrics. 167(1). 240–253. 68 indexed citations
11.
Ling, Shiqing & Howell Tong. (2011). Score based goodness-of-fit tests for time series. Statistica Sinica. 21(4). 14 indexed citations
12.
Ling, Shiqing & Michael McAleer. (2010). A general asymptotic theory for time-series models. Statistica Neerlandica. 64(1). 97–111. 19 indexed citations
13.
Berkés, I., Lajos Horváth, & Shiqing Ling. (2009). Estimation in nonstationary random coefficient autoregressive models. Journal of Time Series Analysis. 30(4). 395–416. 40 indexed citations
14.
Tsay, Ruey S. & Shiqing Ling. (2008). Canonical correlation analysis for the vector AR(1) model with ARCH innovations. Journal of Statistical Planning and Inference. 138(9). 2826–2836. 1 indexed citations
15.
Ling, Shiqing. (2007). A Double AR(p) Model: Structure and Estimation. Statistica Sinica. 17(1). 161–175. 69 indexed citations
16.
Tong, Howell & Shiqing Ling. (2007). Ergodicity and invertibility of threshold MA models. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 3 indexed citations
17.
Ling, Shiqing. (2006). Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models. Journal of Econometrics. 140(2). 849–873. 96 indexed citations
18.
Ling, Shiqing & Michael McAleer. (2003). Regression quantiles for unstable autoregressive models. Journal of Multivariate Analysis. 89(2). 304–328. 9 indexed citations
19.
Ling, Shiqing. (1999). ON THE STATIONARITY AND THE EXISTENCE OF MOMENTS OF CONDITIONAL HETEROSKEDASTIC ARMA MODELS. Statistica Sinica. 9(4). 1119–1130. 13 indexed citations
20.
Ling, Shiqing. (1993). PARAMETRIC ESTIMATE OF MULTIVARIATE AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROCOVARIANCE MATRIX ERRORS. Acta Mathematicae Applicatae Sinica English Series. 8 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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