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Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai; Li, Yuying - 2010
Persistent link: https://www.econbiz.de/10003975439
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The non- and semiparametric analysis of MS models: some applications
Li, Youwei (contributor); Donkers, Bas (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003384985
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The econometric analysis of microscopic simulation models
Li, Youwei (contributor); Donkers, Bas (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003385008
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Future world market prices of milk and feed looking into the crystal ball
Hansen, Bjørn Gunnar; Li, Yushu - 2015
Persistent link: https://www.econbiz.de/10010515212
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Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344322
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Optimal time series momentum
He, Xue-zhong; Li, Kai; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344325
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A simple wavelet-based test for serial correlation in panel data models
Li, Yushu; Andersson, Fredrik N. G. - 2013
Persistent link: https://www.econbiz.de/10010227499
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How flexible are the inflation targets? : a Bayesian MCMC estimator of the long memory parameter in a state space model
Andersson, Fredrik N. G.; Li, Yushu - 2013
Persistent link: https://www.econbiz.de/10010227501
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Testing for structural breaks in the presence of data perturbations : impacts and wavelet based improvements
Reese, Simon; Li, Yushu - 2013
Persistent link: https://www.econbiz.de/10010195441
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A likelihood ratio and Markov chain based method to evaluate density forecasting
Li, Yushu; Andersson, Jonas - 2014
Persistent link: https://www.econbiz.de/10010336422