Yu Yang

Finance · with Brockwell · 2007–2011

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Yu Yang trusts overall

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

  1. Peter J. Brockwell
  2. V. Todorov
  3. Ole E. Barndorff-Nielsen
  4. N. Shephard
  5. Torben G. Andersen

Who trusts Yu Yang overall

  1. Peter J. Brockwell
  2. Hongwei Long
  3. Fred Espen Benth
  4. Eckhard Schlemm
  5. Luis E. Nieto-Barajas
  6. Ole E. Barndorff-Nielsen

Papers from Yu Yang's perspective

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

  1. The Distribution of Realized Exchange Rate Volatility
  2. Econometric analysis of jump-driven stochastic volatility models
  3. Continuous-time ARMA processes
  4. Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models
  5. Multivariate CARMA processes
  6. Time Series: Theory and Methods (2nd ed.).
  7. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  8. Lévy-driven and fractionally integrated ARMA processes with continuous time parameter
  9. Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
  10. Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes (Journal of Applied Probability)

Their papers