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Yuqian Zhao · Study
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Author
Yuqian Zhao
8 works
· latest 2023
· 3 institutions
cluster: provisional
ORCID 0000-0002-5396-3316
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Citations
826
Works here
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23
Most cited in this library
Searching for safe-haven assets during the COVID-19 pandemic
2020 · 656 citations
Intra-day co-movements of crude oil futures: China and the international benchmarks
2021 · 54 citations
On the intraday return curves of Bitcoin: Predictability and trading opportunities
2021 · 37 citations
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
2019 · 20 citations
Forecasting value at risk with intra-day return curves
2020 · 19 citations
Works
8 shown
Testing for changes in linear models using weighted residuals
Journal of Multivariate Analysis
·
2023
·
3 authors
5
citations
Change point analysis of covariance functions: A weighted cumulative sum approach
Journal of Multivariate Analysis
·
2021
·
3 authors
·
Open access
19
citations
Intra-day co-movements of crude oil futures: China and the international benchmarks
Annals of Operations Research
·
2021
·
3 authors
·
Open access
54
citations
On the intraday return curves of Bitcoin: Predictability and trading opportunities
International Review of Financial Analysis
·
2021
·
5 authors
·
Open access
37
citations
Searching for safe-haven assets during the COVID-19 pandemic
International Review of Financial Analysis
·
2020
·
3 authors
·
Open access
656
citations
Forecasting value at risk with intra-day return curves
International Journal of Forecasting
·
2020
·
3 authors
·
Open access
19
citations
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Review of Quantitative Finance and Accounting
·
2019
·
4 authors
·
Open access
20
citations
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
Journal of Business and Economic Statistics
·
2018
·
3 authors
·
Open access
16
citations