Yunyun Wang

Monash University - Department of Econometrics and Business Statistics

900 Dandenong Road

Caulfield East, 3145

Australia

  • Monash University - Department of Econometrics and Business Statistics

SCHOLARLY PAPERS

3

DOWNLOADS

286

TOTAL CITATIONS

1

Scholarly Papers (3)

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1.

Bivariate Distribution Regression with Application to Insurance Data

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 46 Posted: 05 Apr 2022 Last Revised: 24 Mar 2024
Yunyun Wang, Tatsushi Oka and Dan Zhu
Monash University - Department of Econometrics and Business Statistics, Keio University and Monash University - Department of Econometrics & Business Statistics
Downloads 114 (520,185)

Abstract:

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Finance, Multivariate statistics, Risk management, Distribution Regression

2.

Distributional Vector Autoregression: Eliciting Macro and Financial Dependence

Number of pages: 55 Posted: 13 Mar 2023
Yunyun Wang, Tatsushi Oka and Dan Zhu
Monash University - Department of Econometrics and Business Statistics, Keio University and Monash University - Department of Econometrics & Business Statistics
Downloads 113 (523,681)

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Vector Autoregression, Impulse Response Function, Multivariate Time Series, Distributional Regression

3.

Inflation Target at Risk: A Time-Varying Parameter Distributional Regression

Number of pages: 31 Posted: 21 Mar 2024
Yunyun Wang, Tatsushi Oka and Dan Zhu
Monash University - Department of Econometrics and Business Statistics, Keio University and Monash University - Department of Econometrics & Business Statistics
Downloads 59 (774,499)
Citation 1

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Time-varying Parameter Model, Distributional Regression, Bayesian Analysis, Inflation Risks