Ting Yao

Economics and Econometrics · with He · 2019

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ting Yao trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. P. R. Hansen
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. Paolo Agnolucci
  5. Franc J. G. M. Klaassen
  6. Richard T. Baillie
  7. W. Fong
  8. Yue‐Jun Zhang
  9. Ying Fan

Papers from Ting Yao's perspective

Ordered by how strongly the researchers Ting Yao trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Estimating the Dimension of a Model
  4. Modeling and forecasting petroleum futures volatility
  5. Forecasting Stock Market Volatility with Regime-Switching GARCH Models
  6. Neglecting parameter changes in GARCH models
  7. A Test for Superior Predictive Ability
  8. Improving GARCH volatility forecasts with regime-switching GARCH
  9. A novel hybrid method for crude oil price forecasting
  10. Interpreting the crude oil price movements: Evidence from the Markov regime switching model

Their papers