Cindy L. Yu
Economics and Econometrics · 2011
A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 18 citations into it; #19,990 of 23,481 by trust here, #8,289 by citations
- Finance — 14 citations into it; #9,314 of 10,518 by trust here, #3,280 by citations
Whom Cindy L. Yu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Daniel B. Nelson
- John K. Kruschke
- Claudio Morana
- Jun Yu
- Siddhartha Chib
- N. Shephard
- Haitao Li
Who trusts Cindy L. Yu overall
Papers from Cindy L. Yu's perspective
Ordered by how strongly the researchers Cindy L. Yu trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic Volatility: Selected Readings
- Markov chain Monte Carlo methods for stochastic volatility models
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Financial crash, commodity prices and global imbalances: A comment
- Oil prices, speculation, and fundamentals: Interpreting causal relations among spot and futures prices
- Bayesian data analysis.
- Volatility Spillover Effects in European Equity Markets (Journal of Financial and Quantitative Analysis)
- Volatility transmission in the oil and natural gas markets