Yanping Yi

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #7,877 of 10,518 by trust here, #8,309 by citations
• Statistics and Probability — 12 citations into it; #9,919 of 12,932 by trust here, #9,233 by citations
• Economics and Econometrics — 9 citations into it
• Artificial Intelligence — 5 citations into it; #26,562 of 35,345 by trust here, #29,412 by citations
• Management Science and Operations Research — 5 citations into it

Whom Yanping Yi trusts overall

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

1. Xiaohong Chen
2. Paul Embrechts
3. Brendan K. Beare
4. Donald W. K. Andrews
5. Chunrong Ai
6. Eric Bouyé

Who trusts Yanping Yi overall

1. Brendan K. Beare

Papers from Yanping Yi's perspective

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

1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
2. Copulas: A Personal View
3. Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
4. Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
5. Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
6. COPULAS AND TEMPORAL DEPENDENCE
7. Estimation of Copula-Based Semiparametric Time Series Models
8. Quantitative Risk Management: Concepts, Techniques, and Tools
9. Identification and Inference for Econometric Models
10. Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parame

Their papers

• Efficient Estimation of Copula-Based Semiparametric Markov Models (2009) — 102 citations