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Bayesian inference in a stochastic volatility Nelson-Siegel model

Hautsch, Nikolaus; Yang, Fuyu - 2010

Persistent link: https://www.econbiz.de/10008906921

Bayesian analysis of deterministic time trend and changes in persistence using a generalised stochastic unit root model

Yang, Fuyu (contributor) - 2007

Persistent link: https://www.econbiz.de/10003576860

Bayesian estimation and model selection in the generalised stochastic unit root model

Yang, Fuyu; Leon-Gonzalez, Roberto - 2010

We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR) model. This allows us to investigate the presence of a deterministic time trend in economic series, while allowing the degree of persistence to change over time. In particular...

Persistent link: https://www.econbiz.de/10003952817

Does society underestimate women? : evidence from the performance of female jockeys in horse racing

Brown, Alasdair; Yang, Fuyu - In: Journal of economic behavior & organization : JEBO 111 (2015), pp. 106-118

Persistent link: https://www.econbiz.de/10011399227

Bayesian estimation and model selection in the generalized stochastic unit root model

Yang, Fuyu; Leon-Gonzalez, Roberto - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 4, pp. 1-36

Persistent link: https://www.econbiz.de/10009515138

Framing effects and the market selection hypothesis : evidence from real-world isomorphic bets

Brown, Alasdair; Yang, Fuyu - In: Southern economic journal 88 (2021) 1, pp. 399-413

Persistent link: https://www.econbiz.de/10013190265

The wisdom of large and small crowds : evidence from repeated natural experiments in sports betting

Brown, Alasdair; Yang, Fuyu - In: International journal of forecasting 35 (2019) 1, pp. 288-296

Persistent link: https://www.econbiz.de/10012300623

Limited cognition and clustered asset prices : evidence from betting markets

Brown, Alasdair; Yang, Fuyu - In: Journal of financial markets 29 (2016), pp. 27-46

Persistent link: https://www.econbiz.de/10011722245

Salience and the disposition effect : evidence from the introduction of "cash-outs" in betting markets

Brown, Alasdair; Yang, Fuyu - In: Southern economic journal 83 (2017) 4, pp. 1052-1073

Persistent link: https://www.econbiz.de/10011691367

Selection and incentives in contests : evidence from horse racing

Brown, Alasdair; Yang, Fuyu - In: Applied economics letters 24 (2017) 4/6, pp. 250-253

Persistent link: https://www.econbiz.de/10011704425

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