Items where Author, Editor or other role is "Zhao, Yuqian"

Group by: Creator's name | Item Type | Date | No Grouping

Number of items: 14.

Article

Horváth, Lajos, Rice, Gregory, Zhao, Yuqian (2023) Testing for changes in linear models using weighted residuals. Journal of Multivariate Analysis, 198 . Article Number 105210. ISSN 0047-259X. E-ISSN 1095-7243. (doi:10.1016/j.jmva.2023.105210) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:102180)

Horvath, Lajos, Liu, Zhenya, Rice, Gregory, Zhao, Y. (2022) Detecting common breaks in the means of high dimensional cross-dependent panels. Econometrics Journal, 25 (2). pp. 362-383. ISSN 1368-4221. (doi:10.1093/ectj/utab028) (KAR id:95054)

Ji, Qiang, Ripple, Ronald D., Zhang, Dayong, Zhao, Yuqian (2022) Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies. Energy Journal, 43 (SI). pp. 1-24. ISSN 0195-6574. (doi:10.5547/01956574.43.SI1.qiji) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:95055)

Horváth, Lajos, Rice, Gregory, Zhao, Y. (2022) Change point analysis of covariance functions: A weighted cumulative sum approach. Journal of Multivariate Analysis, 189 . Article Number 104877. ISSN 0047-259X. (doi:10.1016/j.jmva.2021.104877) (KAR id:95053)

Ji, Q., Zhang, D., Zhao, Y. (2021) Intra-day co-movements of crude oil futures: China and the international benchmarks. Annals of Operations Research, . ISSN 0254-5330. (doi:10.1007/s10479-021-04097-x) (KAR id:93920)

Bouri, E., Lau, C.K.M., Saeed, T., Wang, S., Zhao, Y. (2021) On the intraday return curves of Bitcoin: Predictability and trading opportunities. International Review of Financial Analysis, 76 . Article Number 101784. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101784) (KAR id:93919)

Zhao, Y. (2021) Validating intra-day risk premium in cross-sectional return curves. Finance Research Letters, 43 . Article Number 102020. ISSN 1544-6123. (doi:10.1016/j.frl.2021.102020) (KAR id:93918)

Rice, G., Wirjanto, T., Zhao, Y. (2020) Forecasting value at risk with intra-day return curves. International Journal of Forecasting, 36 (3). pp. 1023-1038. ISSN 0169-2070. (doi:10.1016/j.ijforecast.2019.10.006) (KAR id:93923)

Cao, R., Horváth, L., Liu, Z., Zhao, Y. (2020) A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis. Review of Quantitative Finance and Accounting, 54 (1). pp. 335-358. ISSN 0924-865X. (doi:10.1007/s11156-019-00791-x) (KAR id:93925)

Barassi, M., Horváth, L., Zhao, Y. (2020) Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Journal of Business and Economic Statistics, 38 (2). pp. 340-349. ISSN 0735-0015. (doi:10.1080/07350015.2018.1505630) (KAR id:93924)

Ji, Q., Zhang, D., Zhao, Y. (2020) Searching for safe-haven assets during the COVID-19 pandemic. International Review of Financial Analysis, 71 . Article Number 101526. ISSN 1057-5219. (doi:10.1016/j.irfa.2020.101526) (KAR id:93922)

Rice, G., Wirjanto, T., Zhao, Y. (2020) Tests for conditional heteroscedasticity of functional data. Journal of Time Series Analysis, 41 (6). pp. 733-758. ISSN 0143-9782. (doi:10.1111/jtsa.12532) (KAR id:93921)

Barassi, Marco R., Spagnolo, Nicola, Zhao, Y. (2018) Fractional Integration Versus Structural Change: Testing the Convergence of CO2 Emissions. Environmental and Resource Economics, 71 (4). pp. 923-968. ISSN 0924-6460. (doi:10.1007/s10640-017-0190-z) (KAR id:95051)

Barassi, M., Zhao, Y. (2018) Combination forecasting of energy demand in the UK. Energy Journal, 39 . pp. 209-237. ISSN 0195-6574. (doi:10.5547/01956574.39.SI1.mbar) (KAR id:93926)

This list was generated on Tue Dec 24 19:52:23 2024 GMT.