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An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong; Ni, Zhongxin; Zhang, Jie - In: Computational economics 37 (2011) 3, pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
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Testing for unit roots in panel data using a wavelet ratio method
Li, Yushu; Shukur, Ghazi - In: Computational economics 41 (2013) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10009705033
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Estimate long memory causality relationship by wavelet method
Li, Yushu - In: Computational economics 45 (2015) 4, pp. 531-544
Persistent link: https://www.econbiz.de/10011440949
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Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu; Wu, Wen-Bo; Li, Yong; Lou, Zhu-Sheng - In: Computational economics 58 (2021) 3, pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
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An identification algorithm of systemically important financial institutions based on adjacency information entropy
Zhao, Linhai; Li, Yingjie; Wu, Yenchun Jim - In: Computational economics 59 (2022) 4, pp. 1735-1753
Persistent link: https://www.econbiz.de/10013262344
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Maximum likelihood estimation methods for Copula models
Zhang, Jinyu; Gao, Kang; Li, Yong; Zhang, Qiaosen - In: Computational economics 60 (2022) 1, pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
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Are central bankers inflation nutters? : an MCMC estimator of the long-memory üarameter in a state space model
Andersson, Fredrik N. G.; Li, Yushu - In: Computational economics 55 (2020) 2, pp. 529-549
Persistent link: https://www.econbiz.de/10012223649
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Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu; Karlsson, Hyunjoo Kim - In: Computational economics 61 (2023) 4, pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136