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Using local learning with fuzzy transform : application to short term forecasting problems
Loia, Vincenzo; Tomasiello, Stefania; Vaccaro, Alfredo; … - In: Fuzzy optimization and decision making : a journal of … 19 (2020) 1, pp. 13-32
Persistent link: https://www.econbiz.de/10012225043
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The impact of tail risk on stock market returns : the role of market sentiment
Chevapatrakul, Thanaset; Xu, Zhongxiang; Yao, Kai - In: International review of economics & finance : IREF 59 (2019), pp. 289-301
Persistent link: https://www.econbiz.de/10012202875
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Investigating tail-risk dependence in the cryptocurrency markets : a LASSO quantile regression approach
Linh Hoang Nguyen; Chevapatrakul, Thanaset; Yao, Kai - In: Journal of empirical finance 58 (2020), pp. 333-355
Persistent link: https://www.econbiz.de/10012430704
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Reduced disclosure and default risk : analysis of smaller reporting companies
Yin, Shiyan; Yao, Kai; Chevapatrakul, Thanaset; Huang, Rong - In: Review of quantitative finance and accounting 63 (2024) 1, pp. 355-395
Persistent link: https://www.econbiz.de/10014546457
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Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
Fernández‐Val, Iván; Gao, Wayne Yuan; Liao, Yuan; … - 2022
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of interest are functionals of these coefficients including linear projections on unit level covariates. We also consider predicted actual and stationary...
Persistent link: https://www.econbiz.de/10013554940
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Dynamic heterogeneous distribution regression panel models, with an application to labor income processes
Fernández-Val, Iván; Gao, Wayne Yuan; Liao, Yuan; … - 2022
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of interest are functionals of these coefficients including linear projections on unit level covariates. We also consider predicted actual and stationary...
Persistent link: https://www.econbiz.de/10013187158
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Dynamic heterogeneous distribution regression panel models, with an application to labor income processes
Fernández-Val, Iván; Gao, Wayne Yuan; Liao, Yuan; … - 2022
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of interest are functionals of these coefficients including linear projections on unit level covariates. We also consider predicted actual and stationary...
Persistent link: https://www.econbiz.de/10013173197