Takip et
Yanlin Shi
Yanlin Shi
mq.edu.au üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches
KY Ho, Y Shi, Z Zhang
The North American Journal of Economics and Finance 26, 436-456, 2013
1192013
Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model
Y Shi, KY Ho
Journal of Banking & Finance 61, S189-S204, 2015
602015
Public news arrival and the idiosyncratic volatility puzzle
Y Shi, WM Liu, KY Ho
Journal of Empirical Finance 37, 159-172, 2016
582016
Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach
Y Shi, KY Ho, WM Liu
International Review of Economics & Finance 42, 291-312, 2016
552016
Does news matter in China’s foreign exchange market? Chinese RMB volatility and public information arrivals
KY Ho, Y Shi, Z Zhang
International Review of Economics & Finance 52, 302-321, 2017
462017
News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models
Y Shi, KY Ho
Finance Research Letters 38, 101446, 2021
442021
The sources and diversity of immigrant population change in Australia, 1981–2011
J Raymer, Y Shi, Q Guan, B Baffour, T Wilson
Demography 55 (5), 1777-1802, 2018
312018
A simulation study on the distributions of disturbances in the GARCH model
L Feng, Y Shi
Cogent Economics & Finance 5 (1), 1355503, 2017
292017
News and return volatility of Chinese bank stocks
KY Ho, Y Shi, Z Zhang
International Review of Economics & Finance 69, 1095-1105, 2020
272020
A discussion on the innovation distribution of the Markov regime-switching GARCH model
Y Shi, L Feng
Economic Modelling 53, 278-288, 2016
252016
Modeling high-frequency volatility with three-state FIGARCH models
Y Shi, KY Ho
Economic Modelling 51, 473-483, 2015
182015
Forecasting mortality rates: multivariate or univariate models?
L Feng, Y Shi
Journal of Population Research 35, 289-318, 2018
162018
Fractionally integrated garch model with tempered stable distribution: A simulation study
L Feng, Y Shi
Journal of Applied Statistics 44 (16), 2837-2857, 2017
162017
Improving automobile insurance claims frequency prediction with telematics car driving data
S Meng, H Wang, Y Shi, G Gao
ASTIN Bulletin: The Journal of the IAA 52 (2), 363-391, 2022
152022
Mortality forecasting with an age-coherent sparse var model
H Li, Y Shi
Risks 9 (2), 35, 2021
152021
Does US partisan conflict affect US–China bilateral trade?
X Jiang, Y Shi
International Review of Economics & Finance 69, 1117-1131, 2020
152020
Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
KY Ho, Y Shi, Z Zhang
The North American Journal of Economics and Finance 46, 168-186, 2018
152018
Long-memory in volatilities of CDS spreads: Evidences from the emerging markets
S Günay, Y Shi
Journal for Economic Forecasting 1, 122-137, 2016
152016
Age-coherent extensions of the Lee–Carter model
G Gao, Y Shi
Scandinavian Actuarial Journal 2021 (10), 998-1016, 2021
142021
It takes two to tango: A regime‐switching analysis of the correlation dynamics between the mainland Chinese and Hong Kong stock markets
KY Ho, Y Shi, Z Zhang
Scottish Journal of Political Economy 63 (1), 41-65, 2016
142016
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