Yongning Wang

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

2

DOWNLOADS

35

CITATIONS

0

Scholarly Papers (2)

1.

Correlated Idiosyncratic Volatility Shocks

29th Australasian Finance and Banking Conference 2016
Number of pages: 33 Posted: 24 Aug 2016 Last Revised: 09 Jan 2019
Xiao Qiao and Yongning Wang
Paraconic Technologies US Inc. and University of Chicago - Booth School of Business
Downloads 35 (439,304)

Abstract:

Loading...

volatility, GARCH, cross section, stock returns, idiosyncratic risk

2.

Clustering Multiple Time Series with Structural Breaks

Journal of Time Series Analysis, Vol. 40, Issue 2, pp. 182-202, 2019
Number of pages: 21 Posted: 08 Feb 2019
Yongning Wang and Ruey S. Tsay
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 0 (661,710)
  • Add to Cart

Abstract:

Loading...

Modelā€based clustering, Markov chain Monte Carlo, forecasting, business cycle analysis, structural breaks