Wen‐Jen Tsay

575 citations
34 papers · 361 indexed · h-index 9
Topics
Monetary Policy and Economic Impact (19 papers)Financial Risk and Volatility Modeling (13 papers)Market Dynamics and Volatility (10 papers)
Partner nations
TaiwanUnited StatesChina

In The Last Decade

Wen‐Jen Tsay

30 papers receiving 345 citations

Peers

Wen‐Jen Tsay
Comparison fields: 5 of 61
  • Economics and Econometrics 223
  • Finance 182
  • General Economics, Econometrics and Finance 148
  • Statistics and Probability 47
  • Management Science and Operations Research 40
Replace Christian Bontemps with:
Christian Bontemps France
Marcia M. A. Schafgans United Kingdom
Panagiota Tzamourani Germany
George Dotsis Greece
Robert Hussey United States
Frédérique Bec France
Shigeru Iwata United States
Tiemen Woutersen United States
Bryan W. Brown United States
Christopher L. Cavanagh United States
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Citations per field
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Citations per year

Countries citing papers authored by Wen‐Jen Tsay

Since Specialization
Citations

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

Fields of papers citing papers by Wen‐Jen Tsay

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Wen‐Jen Tsay. 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 Wen‐Jen Tsay. The network helps show where Wen‐Jen Tsay may publish in the future.

Co-authorship network of co-authors of Wen‐Jen Tsay

This figure shows the co-authorship network connecting the top 25 collaborators of Wen‐Jen Tsay. A scholar is included among the top collaborators of Wen‐Jen Tsay 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 Wen‐Jen Tsay. Wen‐Jen Tsay 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
#WorkIndexed citations
1 3
2 0
3 0
4 2
5 12
6 6
7 2
8 0
9 4
10 3
11 24
12 4
13 3
14 19
15 7
16
Analysing Inflation by the ARFIMA Model with Markov-Switching Fractional Differencing Parameter
4
17 4
18 7
19 5
20 5

About Wen‐Jen Tsay

Wen‐Jen Tsay is a scholar working on General Economics, Econometrics and Finance, Finance and Statistics and Probability, having authored 34 papers that have together received 361 indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (19 papers), Financial Risk and Volatility Modeling (13 papers) and Market Dynamics and Volatility (10 papers). The work is most often cited by research in Finance (182 citations), General Economics, Econometrics and Finance (148 citations) and Economics and Econometrics (223 citations). Wen‐Jen Tsay has collaborated with scholars based in Taiwan, United States and China. Frequent co-authors include Ching‐Fan Chung, C. Y. Cyrus Chu, Wolfgang Karl Härdle, Chao‐Chun Chen, Tsu‐Tan Fu, Cliff J. Huang, Christine Amsler, Peter Schmidt, Hung‐pin Lai and Yu-Chin Chen. Their work appears in journals such as Journal of Econometrics, Economics Letters and Econometric Theory.

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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