Qiao Yang

ShanghaiTech University - School of Entrepreneurship and Management

100 Haike Rd

Pudong Xinqu, Shanghai

China

SCHOLARLY PAPERS

3

DOWNLOADS

139

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Oil Price Shocks and Economic Growth: The Volatility Link

ShanghaiTech SEM Working Paper No. 2018-004
Number of pages: 45 Posted: 10 Apr 2018 Last Revised: 08 May 2019
John M. Maheu, Yong Song and Qiao Yang
McMaster University - Michael G. DeGroote School of Business, University of Melbourne and ShanghaiTech University - School of Entrepreneurship and Management
Downloads 61 (354,080)

Abstract:

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Bayes factors, predictive likelihoods, nonlinear dynamics, density forecast

2.

Stock Returns and Real Growth: A Bayesian Nonparametric Approach

ShanghaiTech SEM Working Paper No. 2018-003
Number of pages: 28 Posted: 10 Apr 2018 Last Revised: 26 Jun 2019
Qiao Yang
ShanghaiTech University - School of Entrepreneurship and Management
Downloads 43 (413,465)

Abstract:

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hierarchical Dirichlet process prior, beam sampling, Markov switch- ing, MCMC

3.

Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices

ShanghaiTech SEM Working Paper No. 2018-005
Number of pages: 36 Posted: 10 Apr 2018 Last Revised: 08 Nov 2018
Xin Jin, John M. Maheu and Qiao Yang
Shanghai University of Finance and Economics - School of Economics, McMaster University - Michael G. DeGroote School of Business and ShanghaiTech University - School of Entrepreneurship and Management
Downloads 35 (445,318)
Citation 2

Abstract:

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in finite hidden Markov model, Dirichlet process mixture, inverse-Wishart, predictive density, high-frequency data