Yanping Yi

Available identifiers

zbMath Open yi.yanpingMaRDI QIDQ341894

List of research outcomes

Publication	Date of Publication	Type
Uniform Inference in Predictive Regression Models	2025-01-20	Paper
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models	2024-12-09	Paper
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models	2021-03-24	Paper
Semiparametric estimation of the bid-ask spread in extended roll models	2019-04-26	Paper
Semiparametric identification of the bid-ask spread in extended Roll models	2017-08-24	Paper
Forecasting cointegrated nonstationary time series with time-varying variance	2016-11-17	Paper
Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model	2015-01-14	Paper
Efficient estimation of copula-based semiparametric Markov models	2009-12-09	Paper

Research outcomes over time

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