Yanping Yi
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Uniform Inference in Predictive Regression Models Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Information bounds for Gaussian copula parameter in stationary semiparametric Markov models Statistics & Probability Letters | 2024-12-09 | Paper |
| Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models Journal of Econometrics | 2021-03-24 | Paper |
| Semiparametric estimation of the bid-ask spread in extended roll models Journal of Econometrics | 2019-04-26 | Paper |
| Semiparametric identification of the bid-ask spread in extended Roll models Journal of Econometrics | 2017-08-24 | Paper |
| Forecasting cointegrated nonstationary time series with time-varying variance Journal of Econometrics | 2016-11-17 | Paper |
| Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model Economics Letters | 2015-01-14 | Paper |
| Efficient estimation of copula-based semiparametric Markov models The Annals of Statistics | 2009-12-09 | Paper |
Research outcomes over time
This page was built for person: Yanping Yi
