Yong Bao

Economics and Econometrics · 2006–2010

A researcher in the Science corpus: 4 papers; trusts 11 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom Yong Bao trusts overall

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

  1. Robert F. Engle
  2. Lung-fei Lee
  3. Tim Bollerslev
  4. J. R. Magnus
  5. Daniel B. Nelson
  6. Ken West
  7. Jem N. Corcoran
  8. F. Longin
  9. Alexander J. McNeil
  10. D. Das

Who trusts Yong Bao overall

  1. Zhenlin Yang
  2. Jun Yu
  3. M. Nieto
  4. Takao Murakami
  5. Pilar Abad
  6. Keith Kuester
  7. Esther Ruiz
  8. Paul Embrechts
  9. Hideitsu Hino
  10. Aman Ullah

Papers from Yong Bao's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. Asymptotic Inference about Predictive Ability
  7. Common risk factors in the returns on stocks and bonds
  8. Semiparametric ARCH models
  9. Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
  10. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

Their papers