YiHao Lai

Economics and Econometrics · 2013

A researcher in the Science corpus: 1 paper; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it
• Finance — 20 citations into it

Whom YiHao Lai trusts overall

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

1. Andrew Ang
2. Andrew J. Patton
3. Juan Carlos Meléndez Rodríguez
4. Lingfang Hu
5. Jerry A. Hausman
6. F. Longin
7. J. Alba

Papers from YiHao Lai's perspective

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

1. International Asset Allocation With Regime Shifts
2. Extreme Correlation of International Equity Markets
3. Asymmetric Correlations of Equity Portfolios
4. Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
5. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
6. Measuring financial contagion:a copula approach
7. Specification tests in econometrics
8. Dependence patterns across financial markets: a mixed copula approach
9. A New Approach to Measuring Financial Contagion
10. When is a copula constant? A test for changing relationships

Their papers

• A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach (2013) — 126 citations