Wuyi Ye

From MaRDI portal
Person:282260

Available identifiers

zbMath Open ye.wuyiMaRDI QIDQ282260

List of research outcomes





PublicationDate of PublicationType
Assessing time-varying risk in China's GDP growth2024-11-12Paper
Statistical inference of mode regression with adaptive Lasso2024-08-12Paper
Variance swaps with mean reversion and multi-factor variance2024-06-13Paper
Bubbles and dependence between international equity markets2024-04-12Paper
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure2023-06-16Paper
Upgrade strategies in the two-sided market: Updated strategy vs. derived strategy2023-03-15Paper
STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS2022-11-18Paper
https://portal.mardi4nfdi.de/entity/Q50173082021-12-17Paper
https://portal.mardi4nfdi.de/entity/Q49963702021-07-01Paper
https://portal.mardi4nfdi.de/entity/Q49964872021-07-01Paper
https://portal.mardi4nfdi.de/entity/Q51436782021-01-14Paper
Measuring contagion of subprime crisis based on MVMQ-CAViaR method2019-08-23Paper
https://portal.mardi4nfdi.de/entity/Q46247572019-02-22Paper
https://portal.mardi4nfdi.de/entity/Q46889462018-10-22Paper
Time-varying quantile association regression model with applications to financial contagion and VaR2018-05-24Paper
https://portal.mardi4nfdi.de/entity/Q53714282017-10-20Paper
https://portal.mardi4nfdi.de/entity/Q53714752017-10-20Paper
Markov regime-switching quantile regression models and financial contagion detection2016-05-12Paper
Evaluating CVaR conditioned on VPIN based on the threshold quantile regression model2014-11-03Paper
Nonlinear features and mean reversion mechanism research based on the basis of stock index futures2014-11-03Paper
https://portal.mardi4nfdi.de/entity/Q49800722014-06-30Paper
https://portal.mardi4nfdi.de/entity/Q53988712014-02-28Paper
Measuring the subprime crisis contagion: evidence of change point analysis of copula functions2012-12-29Paper
Analysis of a multivariate Gaussian mixture model based on the DRJMCMC method2012-10-05Paper
Evaluation of condition VaR based on threshold quantile regression model2009-07-22Paper
The application of spectral distribution of product of two random matrices in the factor analysis2007-12-19Paper

Research outcomes over time

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