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Showing results 11 to 22 of 22

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-

The sources and diversity of immigrant population change in Australia 1981-2011

Author(s)Raymer, James; Shi, Yanlin; Guan, Qing, et al
TypeJournal article
Date Published27-Sep-2018
Date Created-

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