Yong Bao
Yong Bao
Professor of Economics, Purdue University
purdue.edu üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Evaluating predictive performance of value‐at‐risk models in emerging markets: a reality check
Y Bao, TH Lee, B Saltoglu
Journal of forecasting 25 (2), 101-128, 2006
2992006
Comparing density forecast models
Y Bao, TH Lee, B Saltoğlu
Journal of Forecasting 26 (3), 203-225, 2007
1792007
School choice and academic performance: Some evidence from developing countries
J Tooley, Y Bao, P Dixon, J Merrifield
Journal of School Choice 5 (1), 1-39, 2011
902011
The second-order bias and mean squared error of estimators in time-series models
Y Bao, A Ullah
Journal of Econometrics 140 (2), 650-669, 2007
832007
Finite sample properties of maximum likelihood estimator in spatial models
Y Bao, A Ullah
Journal of Econometrics 137 (2), 396-413, 2007
682007
A test for density forecast comparison with applications to risk management
Y Bao, TH Lee, B Saltoglu
Department of Economics, UC Riverside, 2004
492004
Expectation of quadratic forms in normal and nonnormal variables with applications
Y Bao, A Ullah
Journal of Statistical Planning and Inference 140 (5), 1193-1205, 2010
412010
Finite-sample bias of the QMLE in spatial autoregressive models
Y Bao
Econometric Theory 29 (1), 68-88, 2013
332013
The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Y Bao
Econometric Theory 23 (5), 1013-1021, 2007
302007
Estimation risk-adjusted Sharpe ratio and fund performance ranking under a general return distribution
Y Bao
Journal of Financial Econometrics 7 (2), 152-173, 2009
282009
On sample skewness and kurtosis
Y Bao
Econometric Reviews 32 (4), 415-448, 2013
242013
Testing convergence in income distribution
Y Bao, S Dhongde
Oxford Bulletin of Economics and Statistics 71 (2), 295-302, 2009
202009
Bias of a value-at-risk estimator
Y Bao, A Ullah
Finance Research Letters 1 (4), 241-249, 2004
202004
Finite-sample moments of the coefficient of variation
Y Bao
Econometric Theory 25 (1), 291-297, 2009
192009
Moments of the estimated Sharpe ratio when the observations are not IID
Y Bao, A Ullah
Finance Research Letters 3 (1), 49-56, 2006
192006
On the moments of ratios of quadratic forms in normal random variables
Y Bao, R Kan
Journal of Multivariate Analysis 117, 229-245, 2013
132013
Expectation of quadratic forms in normal and nonnormal variables with econometric applications
Y Bao, A Ullah
Unpublished manuscript, University of California, Riverside, 2006
122006
Bias in the estimation of mean reversion in continuous-time Lévy processes
Y Bao, A Ullah, Y Wang, J Yu
Economics Letters 134, 16-19, 2015
112015
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
Y Bao, A Ullah, Y Wang
Econometric Reviews 36 (6-9), 1039-1056, 2017
102017
The second-order bias and mean squared error of estimators in time series models
Y Bao, A Ullah
Unpublished Manuscript, University of California—Riverside, 2003
102003
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20