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A general method to the strong law of large numbers and its applications

Yang, Shanchao; Su, Chun; Yu, Keming - In: Statistics & Probability Letters 78 (2008) 6, pp. 794-803

A general method to prove the strong law of large numbers is given by using the maximal tail probability. As a result the convergence rate of Sn/n for both positively associated sequences and negatively associated sequences is for any [delta]1. This result closes to the optimal achievable...

Persistent link: https://www.econbiz.de/10005254876

The effects of FDI, economic growth and energy consumption on carbon emissions in ASEAN-5 : evidence from panel quantile regression

Zhu, Huiming; Duan, Lijun; Guo, Yawei; Yu, Keming - In: Economic modelling 58 (2016), pp. 237-248

Persistent link: https://www.econbiz.de/10011647341

A large CVaR-based portfolio selection model with weight constraints

Xu, Qifa; Zhou, Yingying; Jiang, Cuixia; Yu, Keming; … - In: Economic modelling 59 (2016), pp. 436-447

Persistent link: https://www.econbiz.de/10011647901

Dynamic dependence structure between Chinese stock market returns and RMB exchange rates

Li, Rong; Hu, Zongyi; Li, Sufang; Yu, Keming - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 15, pp. 3553-3574

Persistent link: https://www.econbiz.de/10012211176

Mixed data sampling expectile regression with applications to measuring financial risk

Xu, Qifa; Chen, Lu; Jiang, Cuixia; Yu, Keming - In: Economic modelling 91 (2020), pp. 469-486

Persistent link: https://www.econbiz.de/10012429122

A non-parametric CUSUM control chart for process distribution change detection and change type diagnosis

Hou, Shiwang; Yu, Keming - In: International journal of production research 59 (2021) 4, pp. 1166-1186

Persistent link: https://www.econbiz.de/10012484649

Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence

Li, Rong; Li, Sufang; Yuan, Di; Yu, Keming - In: Applied economics 52 (2020) 39, pp. 4300-4316

Persistent link: https://www.econbiz.de/10012259034

Binary quantile regression and variable selection : a new approach

Aristodemou, Katerina; He, Jian; Yu, Keming - In: Econometric reviews 38 (2019) 6, pp. 679-694

Persistent link: https://www.econbiz.de/10012181345

Single-index expectile models for estimating conditional value at risk and expected shortfall

Jiang, Rong; Hu, Xueping; Yu, Keming - In: Journal of financial econometrics 20 (2022) 2, pp. 345-366

Persistent link: https://www.econbiz.de/10013187986

Flight-to-quality or not? : evidence from China's green bond and green equity markets during COVID-19 crisis

Hau, Liya; Zhu, Huiming; Sun, Wuqin; Yu, Keming - In: Applied economics letters 30 (2023) 13, pp. 1798-1804

Persistent link: https://www.econbiz.de/10014305164