Three essays on nonstationary time-series analysis and network dynamics

by TAO, Yubo
Published 2019

Limit theory for moderate deviations from integrated GARCH processes

by TAO, Yubo
Published 2019

Limit theory for moderate deviation from Integrated GARCH processes

by TAO, Yubo
Published 2019

Model selection for explosive models

by TAO, Yubo, Jun YU
Published 2020

Model selection for explosive models

by TAO, Yubo, Jun YU
Published 2016

A Dynamic Network Perspective on the Latent Group Structure of Cryptocurrencies

by GUO, Li, TAO, Yubo, HARDLE, Wolfgang Karl
Published 2018

Joint news, attention spillover, and market returns predictability

by GUO, Li, PENG, Lin, TAO, Yubo, Jun TU
Published 2021

Random coefficient continuous systems: Testing for extreme sample path behavior

by TAO, Yubo, PHILLIPS, Peter C. B., Jun YU
Published 2019

Random coefficient continuous systems: Testing for extreme sample path behaviour

by TAO, Yubo, PHILLIPS, Peter C. B., YU, Jun
Published 2017

News co-occurrence, attention spillover, and return predictability

by GUO, Li, PENG, Lin, TAO, Yubo, TU, Jun
Published 2018

Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations

by JIANG, Liang, PHILLIPS, Peter C.B., TAO, Yubo, ZHANG, Yichong
Published 2021