Browsing All of EconStor by Author Shi, Yanlin
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2017 | A simulation study on the distributions of disturbances in the GARCH model | Feng, Lingbing; Shi, Yanlin |
2018 | Modeling high frequency data with long memory and structural change: A-HYEGARCH model | Shi, Yanlin; Yang, Yang |
2020 | A two-population extension of the exponential smoothing state space model with a smoothing penalisation scheme | Shi, Yanlin; Tang, Sixian; Li, Jackie |
2021 | Forecasting high-dimensional financial functional time series: An application to constituent stocks in Dow Jones index | Tang, Chen; Shi, Yanlin |
2021 | Mortality forecasting with an age-coherent sparse VAR model | Li, Hong; Shi, Yanlin |