Political Uncertainty and Commodity Markets K Hou, K Tang, B Zhang Fisher College of Business Working Paper, 025, 2020 | 37 | 2020 |
A Time-Varying Network for Cryptocurrencies L Guo, WK Härdle, Y Tao Journal of Business & Economic Statistics 42 (2), 437-456, 2024 | 30* | 2024 |
Financialization and Commodity Markets Serial Dependence Z Da, K Tang, Y Tao, L Yang Management Science 70 (4), 2122-2143, 2024 | 29 | 2024 |
Joint News, Attention Spillover, and Market Returns L Guo, L Peng, Y Tao, J Tu Available at SSRN 2927561, 2022 | 20* | 2022 |
Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour Y Tao, PCB Phillips, J Yu Journal of Econometrics 209 (2), 208-237, 2019 | 18 | 2019 |
Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations L Jiang, PCB Phillips, Y Tao, Y Zhang Journal of Econometrics 234 (2), 758-776, 2023 | 12 | 2023 |
Model Selection for Explosive Models Y Tao, J Yu Advances in Econometrics 41, 73-103, 2020 | 6 | 2020 |
Trend-based Forecast of Cryptocurrency Returns X Tan, Y Tao Economic Modelling 124, 106323, 2023 | 1 | 2023 |
Supplementary Appendix to “A Time-Varying Network for Cryptocurrencies” L Guo, WK Härdle, Y Tao | | 2022 |
Three Essays on Nonstationary Time-Series Analysis and Network Dynamics Y TAO Doctoral Dissertation, Singapore Management University, 2019 | | 2019 |
Limit Theory for Moderate Deviation from Integrated GARCH Processes Y Tao Statistics and Probability Letters 150, 126-136, 2019 | | 2019 |