4
H index
3
i10 index
54
Citations
Yubo Tao : Citation Profile
University of Macau | RESEARCH PRODUCTION: 6 Articles 12 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2016 - 2025). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yubo Tao. | Is cited by:
| Cites to:
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Main data
Where Yubo Tao has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 6 |
| IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" | 3 |
| Economics and Statistics Working Papers / Singapore Management University, School of Economics | 2 |
Recent works citing Yubo Tao (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Adjustment with Many Regressors Under Covariate-Adaptive Randomizations. (2025). Zhang, Yichong ; Li, Liyao ; Jiang, Liang ; Miao, KE. In: Papers. RePEc:arx:papers:2304.08184. Full description at Econpapers || Download paper |
| 2025 | Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach. (2025). Yang, Xuanling ; Zhang, Ting ; Li, Dong. In: Papers. RePEc:arx:papers:2401.07038. Full description at Econpapers || Download paper |
| 2025 | A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances. (2025). Tabord-Meehan, Max ; Shaikh, Azeem ; Bai, Yuehao. In: Papers. RePEc:arx:papers:2405.03910. Full description at Econpapers || Download paper |
| 2025 | Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials. (2025). Oka, Tatsushi ; Hayakawa, Yuta ; Byambadalai, Undral ; Yasui, Shota. In: Papers. RePEc:arx:papers:2407.14074. Full description at Econpapers || Download paper |
| 2024 | Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction. (2024). Oka, Tatsushi ; Byambadalai, Undral ; Yasui, Shota. In: Papers. RePEc:arx:papers:2407.16037. Full description at Econpapers || Download paper |
| 2024 | Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model. (2024). Li, Ming. In: Papers. RePEc:arx:papers:2411.00358. Full description at Econpapers || Download paper |
| 2025 | LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management. (2025). Xu, Jiahua ; Liu, Yang ; Tasca, Paolo ; Feng, Yebo ; Luo, Yichen. In: Papers. RePEc:arx:papers:2501.00826. Full description at Econpapers || Download paper |
| 2025 | On Efficient Estimation of Distributional Treatment Effects under Covariate-Adaptive Randomization. (2025). Oka, Tatsushi ; Hirata, Tomu ; Byambadalai, Undral ; Yasui, Shota. In: Papers. RePEc:arx:papers:2506.05945. Full description at Econpapers || Download paper |
| 2025 | Beyond the Average: Distributional Causal Inference under Imperfect Compliance. (2025). Byambadalai, Undral ; Hirata, Tomu ; Oka, Tatsushi ; Yasui, Shota. In: Papers. RePEc:arx:papers:2509.15594. Full description at Econpapers || Download paper |
| 2024 | Investor attention and stock price efficiency: Evidence from quasi‐natural experiments in China. (2024). Li, Zhibing ; Liu, Xiaoyu ; Wu, Chonglin. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:175-225. Full description at Econpapers || Download paper |
| 2024 | Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model. (2024). Li, Ming. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2389. Full description at Econpapers || Download paper |
| 2025 | Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432. Full description at Econpapers || Download paper |
| 2025 | Exploiting mixed-frequency characteristics in parametric Mean-Expected Shortfall portfolio selection. (2025). Chen, Yun ; Zhang, Sicheng ; Liu, Shuting. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000677. Full description at Econpapers || Download paper |
| 2025 | Testing heterogeneous treatment effect with quantile regression under covariate-adaptive randomization. (2025). Liu, Yang ; Xia, Lucy ; Hu, Feifang. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624001544. Full description at Econpapers || Download paper |
| 2025 | Efficient quantile covariate adjusted response adaptive experiments. (2025). Li, Zhonghua ; Wang, Jingshen ; Luo, Lan ; Feng, Long. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624002021. Full description at Econpapers || Download paper |
| 2025 | Adjustments with many regressors under covariate-adaptive randomizations. (2025). Miao, Ke ; Jiang, Liang ; Zhang, Yichong ; Li, Liyao. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000454. Full description at Econpapers || Download paper |
| 2024 | Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective. (2024). Feng, Yun ; Yang, Jie. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007278. Full description at Econpapers || Download paper |
| 2024 | Stealing the show: The negative effects of media coverage on peers’ stock liquidity. (2024). Xia, Jingjing. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010632. Full description at Econpapers || Download paper |
| 2024 | Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288. Full description at Econpapers || Download paper |
| 2025 | Inference in a stationary/nonstationary autoregressive time‐varying‐parameter model. (2025). Li, Ming. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:3:p:823-858. Full description at Econpapers || Download paper |
Works by Yubo Tao:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2025 | Joint News, Attention Spillover,and Stock Returns In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Model Selection for Explosive Models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Model Selection for Explosive Models.(2020) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
| 2016 | Model Selection for Explosive Models.(2016) In: Economics and Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | A Time-Varying Network for Cryptocurrencies In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | A Time-Varying Network for Cryptocurrencies.(2021) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2024 | A Time-Varying Network for Cryptocurrencies.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | A time-varying network for cryptocurrencies.(2021) In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Limit Theory for Moderate Deviation from Integrated GARCH Processes In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Limit theory for moderate deviation from Integrated GARCH processes.(2019) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2023 | Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2017 | Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2019 | Random coefficient continuous systems: Testing for extreme sample path behavior.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2017 | Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour.(2017) In: Economics and Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2023 | Trend-based forecast of cryptocurrency returns In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2024 | Financialization and Commodity Markets Serial Dependence In: Management Science. [Full Text][Citation analysis] | article | 1 |
| 2018 | Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2019 | Dynamic Network Perspective of Cryptocurrencies In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team