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Showing results 1 to 20 of 21

A discussion on the innovation distribution of the Markov regime-switching GARCH model

Author(s)Shi, Yanlin; Feng, Lingbing
TypeJournal article
Date Published2016
Date Created-
s10479-022-04919-6.pdf.jpg

A discussion on the robust vector autoregressive models: novel evidence from safe haven assets

Author(s)Chang, Le; Shi, Yanlin
TypeJournal article
Date Published18-Aug-2022
Date Created-

Discussions on the spurious hyperbolic memory in the conditional variance and a new model

Author(s)Ho, Kin-Yip; Shi, Yanlin
TypeJournal article
Date Published2020
Date Created-

Does Bitcoin dominate the price discovery of the Cryptocurrencies market? A time-varying information share analysis

Author(s)Chang, Le; Shi, Yanlin
TypeJournal article
Date Published25-Aug-2020
Date Created-

Does news matter in China's foreign exchange market? Chinese RMB volatility and public information arrivals

Author(s)Ho, Kin-Yip; Zhang, Zhaoyong; Shi, Yanlin
TypeJournal article
Date Published2017
Date Created-

Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach

Author(s)Chang, Le; Shi, Yanlin
TypeJournal article
Date Published2020
Date Created-
b35790684-Shi_Y.pdf.jpg

Essays on time series analysis

Author(s)Shi, Yanlin
TypeThesis (PhD)
Date Published2014
Date Created-
jrfm-14-00343.pdf.jpg

Forecasting High-Dimensional Financial Functional Time Series: An Application to Constituent Stocks in Dow Jones Index

Author(s)Tang, Chen; Shi, Yanlin
TypeJournal article
Date Published2021
Date Created-

Forecasting mortality with a hyperbolic spatial temporal VAR model

Author(s)Feng, Lingbing; Shi, Yanlin; Chang, Le
TypeJournal article
Date Published2021
Date Created-

Long memory or regime switching in volatility? Evidence from high-frequency returns on the US stock indices

Author(s)Gao, Guangyuan; Ho, Kin-Yip; Shi, Yanlin
TypeJournal article
Date Published2020
Date Created-

Long-memory in volatilities of CDS spreads: Evidences from the emerging markets

Author(s)Gunay, Samet; Shi, Yanlin
TypeJournal article
Date Published2016
Date Created-

Modeling High Frequency Data with Long Memory and Structural Change: A-HYEGARCH Model

Author(s)Shi, Yanlin; Yang, Yang
TypeJournal article
Date Published2018
Date Created-

Modeling High Frequency Data with Long Memory and Structural Change: A-HYEGARCH Model

Author(s)Shi, Yanlin; Yang, Yang
TypeJournal article
Date Published2018
Date Created-

Modelling high-frequency volatility with three-state FIGARCH models

Author(s)Shi, Yanlin; Ho, Kin-Yip
TypeConference paper
Date Published2013
Date CreatedDecember 1-6 2013

Mortality Forecasting with a Spatially Pealized Smoothed Var Model

Author(s)Chang, Le; Shi, Yanlin
TypeJournal article
Date Published2020
Date Created-
01_Raymer_Multistate_projections_of_2018.pdf.jpg

Multistate projections of Australia's Indigenous population: interacting area group and identification status change

Author(s)Raymer, James; Shi, Yanlin; O'Donnell, James, et al
TypeJournal article
Date Published2018
Date Created-

Multistate projetions of Australia's Indigenous population: interacting area group and identification status change

Author(s)Raymer, James; Shi, Yanlin; O'Donnell, James, et al
TypeBook chapter
Date Published2018
Date Created-

News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models

Author(s)Shi, Yanlin; Ho, Kin-Yip
TypeConference paper
Date Published2013
Date CreatedDecember 1-6 2013

Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets

Author(s)Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong
TypeJournal article
Date Published2018
Date Created-
s41598-020-71023-9.pdf.jpg

A retrospective analysis of the dynamic transmission routes of the COVID-19 in mainland China

Author(s)Jiang, Xiandeng; Chang, Le; Shi, Yanlin
TypeJournal article
Date Published2020
Date Created-

Updated:  12 April 2016/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator