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The asymmetric effect of volatility spillover in global virtual financial asset markets : the case of Bitcoin

Dong, Hao; Chen, Liming; Zhang, Xinyi; Failler, Pierre; … - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 6, pp. 1293-1311

Persistent link: https://www.econbiz.de/10012211636

The wealth-consumption ratio and the consumption-habit ratio

Li, Yuming - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 226-241

Persistent link: https://www.econbiz.de/10002781729

Residential investment and interest rates : an empirical test of land development as a real option

Capozza, Dennis R.; Li, Yuming - In: Real estate economics : journal of the American Real … 29 (2001) 3, pp. 503-519

Persistent link: https://www.econbiz.de/10001715349

A lexicographic maxmin approach for allocating the fixed cost based upon data envelopment analysis

Liang, Liang; Li, Yong - In: Technology and innovation management : theories, …, (pp. 210-223). 2008

Persistent link: https://www.econbiz.de/10003669816

Diagnostic tests before modeling longitudinal actuarial data

Li, Yinhuan; Fung, Tsz Chai; Peng, Liang; Qian, Linyi - In: Insurance 113 (2023), pp. 310-325

Persistent link: https://www.econbiz.de/10014466218

Regression modelling under general heterogeneity

Giraitis, Liudas; Kapetaniosi, George; Li, Yufei - 2024

This paper introduces and analyses a setting with general heterogeneity in regression modelling. It shows that regression models with fixed or time-varying parameters can be estimated by OLS or time-varying OLS methods, respectively, for a very wide class of regressors and noises, not covered by...

Persistent link: https://www.econbiz.de/10015095127

Testing constant serial dynamics in two-step risk inference for longitudinal actuarial data

Fung, Tsz Chai; Li, Yinhuan; Peng, Liang; Qian, Linyi - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 4, pp. 861-881

Persistent link: https://www.econbiz.de/10015189603

The predictability of industry portfolio returns

Li, Yuming; Lu, Weili; Zhong, Maosen - In: Applied economics 43 (2011) 22/24, pp. 2865-2881

Persistent link: https://www.econbiz.de/10009356666

Long-term return reversals : value and growth or tax? ; UK evidence

Wu, Yuliang; Li, Youwei - In: Journal of international financial markets, … 21 (2011) 3, pp. 347-368

Persistent link: https://www.econbiz.de/10009266914

Estimating a hedge fund return model based on a small number of samples

Levchenkov, Dmitriy; Coleman, Thomas F.; Li, Yuying - In: INFOR : information systems and operational research 47 (2009) 1, pp. 43-58

Persistent link: https://www.econbiz.de/10003959539