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Predicting hotel demand using destination marketing organization's web traffic data
Yang, Yang; Pan, Bing; Song, Haiyan - In: Journal of travel research : a quarterly publication of … 53 (2014) 4, pp. 433-447
Persistent link: https://www.econbiz.de/10010379414
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Independence test for high dimensional random vectors
Pan, G.; Gao, Jiti; Yang, Y.; Guo, M. - 2012
Persistent link: https://www.econbiz.de/10009565482
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Bagging binary and quantile predictors for time series
Lee, Tae-hwy; Yang, Yang - In: Journal of econometrics 135 (2006) 1/2, pp. 465-497
Persistent link: https://www.econbiz.de/10003376093
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Forecasting destination weekly hotel occupancy with big data
Pan, Bing; Yang, Yang - In: Journal of travel research : a quarterly publication of … 56 (2017) 7, pp. 957-970
Persistent link: https://www.econbiz.de/10011731366
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Modeling high frequency data with long memory and structural change : A-HYEGARCH model
Shi, Yanlin; Yang, Yang - In: Risks : open access journal 6 (2018) 2, pp. 1-28
In this paper, we propose an Adaptive Hyperbolic EGARCH (A-HYEGARCH) model to estimate the long memory of high frequency time series with potential structural breaks. Based on the original HYGARCH model, we use the logarithm transformation to ensure the positivity of conditional variance. The...
Persistent link: https://www.econbiz.de/10011811728
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Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang; Gong, Yishan; Liu, Jiajun - In: The journal of operational risk 18 (2023) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
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Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin; Yang, Yang; Kearney, Fearghal - In: Application of operations research to financial markets, (pp. 331-354). 2019
Persistent link: https://www.econbiz.de/10012160005
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Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis
Yang, Yang; Zhao, Zhao - In: Economic modelling 93 (2020), pp. 728-736
Persistent link: https://www.econbiz.de/10012430347
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Mortality forecasting using factor models : time-varying or time-invariant factor loadings?
He, Lingyu; Huang, Fei; Shi, Jianjie; Yang, Yanrong - In: Insurance / Mathematics & economics 98 (2021), pp. 14-34
Persistent link: https://www.econbiz.de/10012545273
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Time-varying panel data models with an additive factor structure
Liu, Fei; Gao, Jiti; Yang, Yanrong - 2020
Persistent link: https://www.econbiz.de/10012610885