4
H index
2
i10 index
42
Citations
Yubo Tao : Citation Profile
University of Macau | RESEARCH PRODUCTION: 5 Articles 12 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2016 - 2024). 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Regression Adjustments under Covariate-Adaptive Randomizations with Imperfect Compliance. (2022). Tang, Haihan ; Linton, Oliver B ; Jiang, Liang ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2201.13004. Full description at Econpapers || Download paper |
| 2024 | Adjustment with Many Regressors Under Covariate-Adaptive Randomizations. (2023). Zhang, Yichong ; Miao, KE ; Li, Liyao ; Jiang, Liang. In: Papers. RePEc:arx:papers:2304.08184. Full description at Econpapers || Download paper |
| 2024 | A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances. (2024). Tabord-Meehan, Max ; Shaikh, Azeem M ; Bai, Yuehao. In: Papers. RePEc:arx:papers:2405.03910. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | Robust inference with stochastic local unit root regressors in predictive regressions. (2023). Phillips, Peter ; Liu, Yanbo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:563-591. Full description at Econpapers || Download paper |
| 2023 | Deciphering the cryptocurrency conundrum: Investigating speculative characteristics and volatility. (2023). Aliu, Florin ; Bajra, Ujkan Q. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009613. 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 |
| 2023 | Volatility Puzzle: Long Memory or Antipersistency. (2023). Yu, Jun ; Shi, Shuping. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3861-3883. Full description at Econpapers || Download paper |
Works by Yubo Tao:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Joint News, Attention Spillover,and Market 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 | 1 |
| 2021 | A Time-Varying Network for Cryptocurrencies.(2021) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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: 1 | 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: 1 | 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 | 5 |
| 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: 5 | article | |
| 2017 | Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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: 11 | paper | |
| 2023 | Trend-based forecast of cryptocurrency returns In: Economic Modelling. [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, 3 2024. Contact: CitEc Team