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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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2
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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3
The econometric analysis of microscopic simulation models
Li, Youwei
(
contributor
);
Donkers, Bas
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003385008
Saved in:
4
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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5
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
Saved in:
6
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
A likelihood ratio and Markov chain based method to evaluate density forecasting
Li, Yushu
;
Andersson, Jonas
-
2014
Persistent link: https://www.econbiz.de/10010336422
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