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Han Lin Shang

Global rank #12325 86%

Institution: Macquarie University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://researchers.mq.edu.au/en/persons/hanlin-shang

First Publication: 2016

Most Recent: 2025

RePEc ID: psh533 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 2.71 0.00 4.72
Last 10 Years 0.00 1.01 5.56 0.00 7.57
All Time 0.00 1.01 5.56 0.00 7.57

Publication Statistics

Raw Publications 11
Coauthorship-Adjusted Count 6.59

Publications (11)

Year Article Journal Tier Authors
2025 Making distributionally robust portfolios feasible in high dimension Journal of Econometrics A 4
2024 Forecasting Australian fertility by age, region, and birthplace International Journal of Forecasting B 3
2023 Bootstrap Prediction Bands for Functional Time Series Journal of the American Statistical Association B 2
2022 Forecasting: theory and practice International Journal of Forecasting B 80
2022 Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces International Journal of Forecasting B 2
2021 Neural network prediction of crude oil futures using B-splines Energy Economics A 4
2020 Long-Range Dependent Curve Time Series Journal of the American Statistical Association B 3
2019 Implied volatility surface predictability: The case of commodity markets Journal of Banking & Finance B 3
2019 Forecasting of density functions with an application to cross-sectional and intraday returns International Journal of Forecasting B 4
2019 Semiparametric Regression Using Variational Approximations Journal of the American Statistical Association B 4
2016 A multilevel functional data method for forecasting population, with an application to the United Kingdom International Journal of Forecasting B 4