QIAO YANG
Shanghai Tech University
H-index: 5
Asia-China
Top articles of QIAO YANG
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
An Infinite Hidden Markov Model with Stochastic Volatility | Journal of Forecasting | Chenxing Li John M Maheu Qiao Yang | 2022/3/29 |
Infinite Markov pooling of predictive distributions | Journal of Econometrics | Xin Jin John M Maheu Qiao Yang | 2022/6/1 |
Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach | Econometrics | Xin Jin Jia Liu Qiao Yang | 2021/12/6 |
A Bayesian Semiparametric Stochastic Volatility Model with Markovian Mixtures | Chenxing Li John M Maheu Qiao Yang | 2020/3/7 | |
Oil price shocks and economic growth: The volatility link | INTERNATIONAL JOURNAL OF FORECASTING | John M Maheu Yong Song Qiao Yang | 2021/7/1 |