Yin Liao

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Simulation-Based Density Estimation for Time Series Using Covariate Data
Journal of Business and Economic Statistics
2025-01-20Paper
Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons
Journal of Economic Dynamics and Control
2019-11-21Paper
Corporate credit risk prediction under stochastic volatility and jumps
Journal of Economic Dynamics and Control
2018-11-02Paper


Research outcomes over time


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