Wuyi Ye

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Bubbles and dependence between international equity markets	2024-04-12	Paper
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure	2023-06-16	Paper
Upgrade strategies in the two-sided market: Updated strategy vs. derived strategy	2023-03-15	Paper
STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS	2022-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q5017308	2021-12-17	Paper
https://portal.mardi4nfdi.de/entity/Q4996370	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4996487	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q5143678	2021-01-14	Paper
Measuring contagion of subprime crisis based on MVMQ-CAViaR method	2019-08-23	Paper
https://portal.mardi4nfdi.de/entity/Q4624757	2019-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q4688946	2018-10-22	Paper
Time-varying quantile association regression model with applications to financial contagion and VaR	2018-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q5371428	2017-10-20	Paper
https://portal.mardi4nfdi.de/entity/Q5371475	2017-10-20	Paper
Markov regime-switching quantile regression models and financial contagion detection	2016-05-12	Paper
https://portal.mardi4nfdi.de/entity/Q2923665	2014-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q2923673	2014-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q4980072	2014-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q5398871	2014-02-28	Paper
Measuring the subprime crisis contagion: evidence of change point analysis of copula functions	2012-12-29	Paper
https://portal.mardi4nfdi.de/entity/Q2918062	2012-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q5318633	2009-07-22	Paper
The application of spectral distribution of product of two random matrices in the factor analysis	2007-12-19	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Wuyi Ye