Yue Wu
with Ghahramani · 2013
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Yue Wu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Jaka Demsar
- Walter R. Gilks
- Neil J. Gordon
- Tim Bollerslev
- Andrew J. Patton
- Rama Cont
- Andrew Gordon Wilson
Papers from Yue Wu's perspective
Ordered by how strongly the researchers Yue Wu trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
- Sequential Monte Carlo Methods in Practice
- Novel approach to nonlinear/non-Gaussian Bayesian state estimation
- Statistical Comparisons of Classifiers over Multiple Data Sets
- The Wishart Autoregressive Process of Multivariate Stochastic Volatility
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Copula Processes
- Empirical properties of asset returns: stylized facts and statistical issues
- Following a moving target—Monte Carlo inference for dynamic Bayesian models
Their papers
- Dynamic Covariance Models for Multivariate Financial Time Series (2013) — 50 citations