Yang K. Lu

Economics and Econometrics · 2010

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 13 citations into it; #11,605 of 23,481 by trust here, #21,405 by citations
• Finance — 13 citations into it; #5,380 of 10,518 by trust here, #9,371 by citations

Whom Yang K. Lu trusts overall

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

1. Tim Bollerslev
2. Pierre Perron
3. Robert F. Engle
4. Andrew S. Harvey
5. Jushan Bai
6. Torben G. Andersen
7. Ctlin Stric
8. Clive W. J. Granger
9. Francis X. Diebold
10. Tatsuma Wada

Who trusts Yang K. Lu overall

1. Pierre Perron
2. Jie Hou
3. Zhongjun Qu

Papers from Yang K. Lu's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Statistics for long-memory processes
3. Long Memory and Regime Switching
4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
5. MODELING AND FORECASTING REALIZED VOLATILITY
6. Long memory in stochastic volatility
7. Computation and Analysis of Multiple Structural-Change Models
8. Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both?
9. Memory and infrequent breaks
10. Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models

Their papers

• Modeling and forecasting stock return volatility using a random level shift model (2010) — 88 citations