| . |
Yen, Yu-Min's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
694 |
Total
Citations
4 |
|
|
|
|
|
1.
|
|
|
Mueller, Philippe London School of Economics & Political Science (LSE) - Department of Finance Vedolin, Andrea London School of Economics and Political Science Yen, Yu-Min Institute of Economics, Academia Sinica
|
| Posted: |
|
02 Jan 12
|
|
Last Revised:
|
|
25 Jan 12
|
|
541
(23,176)
|
3
|
|
| |
|
| |
Variance risk premium, Treasury implied volatility, predictability, uncertainty, Treasury bond returns, stock returns, corporate bond returns
|
|
|
2.
|
|
|
Yen, Yu-Min Institute of Economics, Academia Sinica
|
| Posted: |
|
12 May 10
|
|
Last Revised:
|
|
15 Apr 11
|
|
82
(155,516)
|
1
|
|
| |
|
| |
Sparse Portfolio, Coordinate-wise Descent Algorithm, Regularisation, Group Selection
|
|
|
3.
|
|
|
Yen, Yu-Min Institute of Economics, Academia Sinica
|
| Posted: |
|
10 Apr 10
|
|
Last Revised:
|
|
22 Mar 13
|
|
71
(169,602)
|
|
|
| |
|
| |
False Discovery Rate, BH procedure, BNS nonparametric jump Test
|
|
Records 1 -
3
of 3 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo3 in 0.125 seconds
|