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Yanping Yi · Study
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Author
Yanping Yi
5 works
· latest 2020
· 3 institutions
cluster: provisional
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5
Citations
224
Works here
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Most cited in this library
Efficient estimation of copula-based semiparametric Markov models
2009 · 71 citations
Efficient estimation of copula-based semiparametric Markov models
2009 · 58 citations
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?
2015 · 55 citations
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
2020 · 23 citations
Balanced predictive regressions
2019 · 17 citations
Works
5 shown
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Journal of Econometrics
·
2020
·
3 authors
·
Open access
23
citations
Balanced predictive regressions
Journal of Empirical Finance
·
2019
·
3 authors
17
citations
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?
Economic Modelling
·
2015
·
3 authors
55
citations
Efficient estimation of copula-based semiparametric Markov models
The Annals of Statistics
·
2009
·
3 authors
·
Open access
71
citations
Efficient estimation of copula-based semiparametric Markov models
·
2009
·
2 authors
·
report
·
Open access
58
citations