Ling‐Yun He

Economics and Econometrics · with He · 2018–2019

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 48 citations into it
• Finance — 22 citations into it
• Management Science and Operations Research — 6 citations into it
• Transportation — 6 citations into it

Whom Ling‐Yun He trusts overall

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

1. P. R. Hansen
2. Tim Bollerslev
3. Daniel B. Nelson
4. Paolo Agnolucci
5. Franc J. G. M. Klaassen
6. Richard T. Baillie
7. W. Fong

Papers from Ling‐Yun He's perspective

Ordered by how strongly the researchers Ling‐Yun He 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. Estimating the Dimension of a Model
4. Modeling and forecasting petroleum futures volatility
5. Forecasting Stock Market Volatility with Regime-Switching GARCH Models
6. A Test for Superior Predictive Ability
7. Neglecting parameter changes in GARCH models
8. A Markov switching model of the conditional volatility of crude oil futures prices
9. A novel hybrid method for crude oil price forecasting
10. Improving GARCH volatility forecasts with regime-switching GARCH

Their papers

• Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? (2019) — 80 citations
• Bike Sharing and the Economy, the Environment, and Health-Related Externalities (2018) — 159 citations
• A Novel Decomposition-Ensemble Based Carbon Price Forecasting Model Integrated with Local Polynomial Prediction (2018) — 47 citations