Browsing by Author cb3291cd-4e26-4a90-9cd0-3a1c2153f788
Showing results 2 to 21 of 21
A discussion on the robust vector autoregressive models: novel evidence from safe haven assets
Author(s) | Chang, Le; Shi, Yanlin |
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Type | Journal article |
Date Published | 18-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 |
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Type | Journal article |
Date Published | 2020 |
Date Created | - |
Does Bitcoin dominate the price discovery of the Cryptocurrencies market? A time-varying information share analysis
Author(s) | Chang, Le; Shi, Yanlin |
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Type | Journal article |
Date Published | 25-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 |
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Type | Journal article |
Date Published | 2017 |
Date Created | - |
Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
Author(s) | Chang, Le; Shi, Yanlin |
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Type | Journal article |
Date Published | 2020 |
Date Created | - |
Essays on time series analysis
Author(s) | Shi, Yanlin |
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Type | Thesis (PhD) |
Date Published | 2014 |
Date Created | - |
Forecasting High-Dimensional Financial Functional Time Series: An Application to Constituent Stocks in Dow Jones Index
Author(s) | Tang, Chen; Shi, Yanlin |
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Type | Journal article |
Date Published | 2021 |
Date Created | - |
Forecasting mortality with a hyperbolic spatial temporal VAR model
Author(s) | Feng, Lingbing; Shi, Yanlin; Chang, Le |
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Type | Journal article |
Date Published | 2021 |
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 |
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Type | Journal article |
Date Published | 2020 |
Date Created | - |
Long-memory in volatilities of CDS spreads: Evidences from the emerging markets
Author(s) | Gunay, Samet; Shi, Yanlin |
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Type | Journal article |
Date Published | 2016 |
Date Created | - |
Modeling High Frequency Data with Long Memory and Structural Change: A-HYEGARCH Model
Author(s) | Shi, Yanlin; Yang, Yang |
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Type | Journal article |
Date Published | 2018 |
Date Created | - |
Modeling High Frequency Data with Long Memory and Structural Change: A-HYEGARCH Model
Author(s) | Shi, Yanlin; Yang, Yang |
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Type | Journal article |
Date Published | 2018 |
Date Created | - |
Modelling high-frequency volatility with three-state FIGARCH models
Author(s) | Shi, Yanlin; Ho, Kin-Yip |
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Type | Conference paper |
Date Published | 2013 |
Date Created | December 1-6 2013 |
Mortality Forecasting with a Spatially Pealized Smoothed Var Model
Author(s) | Chang, Le; Shi, Yanlin |
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Type | Journal article |
Date Published | 2020 |
Date Created | - |
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 |
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Type | Journal article |
Date Published | 2018 |
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 |
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Type | Book chapter |
Date Published | 2018 |
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 |
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Type | Conference paper |
Date Published | 2013 |
Date Created | December 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 |
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Type | Journal article |
Date Published | 2018 |
Date Created | - |
A retrospective analysis of the dynamic transmission routes of the COVID-19 in mainland China
Author(s) | Jiang, Xiandeng; Chang, Le; Shi, Yanlin |
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Type | Journal article |
Date Published | 2020 |
Date Created | - |
The sources and diversity of immigrant population change in Australia 1981-2011
Author(s) | Raymer, James; Shi, Yanlin; Guan, Qing, et al |
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Type | Journal article |
Date Published | 27-Sep-2018 |
Date Created | - |
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