| Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps A Mukherjee, W Peng, NR Swanson, X Yang Handbook of Statistics 42, 3-59, 2020 | 16 | 2020 |
| Co-jumps, Co-jump Tests and Sector Level S&P 500 Volatility Forecasting: Monte Carlo and Empirical Evidence W Peng, C Yao Journal of Risk and Financial Management 15 (8), 334, 2022 | 3* | 2022 |
| 基于静态博弈模型的私企偷逃税问题研究 彭维嘉 当代经济, 160-161, 2013 | 3 | 2013 |
| Macroeconomic and Financial Uncertainty Measures in a Big Data Environment W Peng, NR Swanson, X Yang, C Yao Journal of Royal Statistical Society: Series C, 2024 | 2 | 2024 |
| Sector Level Equity Returns Predictability with Machine Learning and Market Contagion Measure W Peng, C Yao Empirical Economics 64 (3), 2023 | 1 | 2023 |
| Assessing the volatility of green firms L Chollete, K Hughen, CC Lu, W Peng Finance Research Letters, 105372, 2024 | | 2024 |
