Yazhen Wang
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Statistics and Probability top 2%
Papers in
- Finance 28
- Financial Risk and Volatility Modeling 26
- Stochastic processes and financial applications 17
- Co-authors
- Jianqing FanJian ZouAlison KleppingerJanet E. McElhaneyKevin P. KaneMary Beth BarryDongxu XieW. David Hager
- Journals
- Journal of Multivariate Analysis (3 papers)Journal of Econometrics (3 papers)Journal of the American Statistical Association (3 papers)The Annals of Statistics (3 papers)Journal of Statistical Planning and Inference (2 papers)
- Partner nations
- United StatesChinaSouth Korea
In The Last Decade
Yazhen Wang
56 papers receiving 1.6k citations
Peers
Comparison fields: 5 of 138
- Finance 647
- Statistics and Probability 171
- Economics and Econometrics 534
- Immunology 359
- Epidemiology 452
Countries citing papers authored by Yazhen Wang
This map shows the geographic impact of Yazhen Wang'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 Yazhen Wang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yazhen Wang more than expected).
Fields of papers citing papers by Yazhen Wang
This network shows the impact of papers produced by Yazhen Wang. 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 Yazhen Wang. The network helps show where Yazhen Wang may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Yazhen Wang, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 0 | |
| 2 | 2025 | 0 | |
| 3 | 2024 | 3 | |
| 4 | 2024 | 7 | |
| 5 | 2024 | 2 | |
| 6 | 2023 | 7 | |
| 7 | 2023 | 6 | |
| 8 | 2023 | 1 | |
| 9 | 2022 | 9 | |
| 10 | 2022 | 10 | |
| 11 | 2020 | 20 | |
| 12 | 2020 | 4 | |
| 13 | 2020 | 2 | |
| 14 | 2016 | 38 | |
| 15 | 2014 | 3 | |
| 16 | 2009 | 150 | |
| 17 | Convergence Speed of GARCH Option Price to Diffusion Option Price | 2009 | 2 |
| 18 | 2006 | 438 | |
| 19 | 2006 | 88 | |
| 20 | 2002 | 7 |
About Yazhen Wang
Yazhen Wang is a scholar working on Finance, Computational Mathematics, Fuel Technology, Statistics and Probability and Economics and Econometrics, having authored 62 papers that have together received 1.6k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (26 papers), Stochastic processes and financial applications (17 papers), Complex Systems and Time Series Analysis (17 papers), Market Dynamics and Volatility (8 papers), Statistical Methods and Inference (6 papers), Image and Signal Denoising Methods (5 papers), Immune Cell Function and Interaction (5 papers) and Random Matrices and Applications (3 papers). The work is most often cited by research in Finance (647 citations), Statistics and Probability (171 citations), Economics and Econometrics (534 citations), Immunology (359 citations) and Epidemiology (452 citations). Yazhen Wang has collaborated with scholars based in United States, China and South Korea. Frequent co-authors include Jianqing Fan, Jian Zou, Alison Kleppinger, Janet E. McElhaney, Kevin P. Kane, Mary Beth Barry, Dongxu Xie, W. David Hager, R. Chris Bleackley and Catherine Ewen. Their work appears in journals such as Journal of Multivariate Analysis, Journal of Econometrics, Journal of the American Statistical Association, The Annals of Statistics and Journal of Statistical Planning and Inference.
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.