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Yan‐Xia Lin · Study

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Yan‐Xia Lin

4 works· latest 2010· 1 institutionscluster: provisionalORCID 0000-0003-0536-7605

h-index4

i104

Citations203

Works here4

02

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06

10

Most cited in this library

Loss protection in pairs trading through minimum profit bounds: A cointegration approach2006 · 85 citations
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS2003 · 66 citations
Finding the Optimal Pre-Set Boundaries for Pairs Trading Strategy Based on Cointegration Technique2010 · 27 citations
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS2002 · 25 citations

Works

4 shown

Finding the Optimal Pre-Set Boundaries for Pairs Trading Strategy Based on Cointegration Technique

Journal of Statistical Theory and Practice·2010·3 authors

27citations

Loss protection in pairs trading through minimum profit bounds: A cointegration approach

Journal of Applied Mathematics and Decision Sciences·2006·3 authors·Open access

85citations

ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS

Econometric Theory·2003·3 authors

66citations

THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS

Econometric Theory·2002·3 authors

25citations