Yang Gao

The North American journal of economics and finance · with Fischer · 2010–2021

A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Yang Gao trusts overall

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

  1. Daniel B. Nelson
  2. Francis X. Diebold
  3. Lawrence R. Glosten
  4. Juan Carlos Reboredo
  5. Robert F. Engle

Papers from Yang Gao's perspective

Ordered by how strongly the researchers Yang Gao 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. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Information Theory and Statistical Mechanics
  5. Maximum entropy autoregressive conditional heteroskedasticity model
  6. On non-Gaussianity and dependence in financial time series: a nonextensive approach
  7. THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
  8. Entropy Densities: With an Application to Autoregressive Conditional Skewness and Kurtosis
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers