Qiyang Yu

University of Rochester - Department of Economics

Harkness Hall

Rochester, NY 14627

United States

SCHOLARLY PAPERS

3

DOWNLOADS

824

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

Useful Factors Are Fewer Than You Think

Number of pages: 55 Posted: 22 Mar 2023 Last Revised: 05 Apr 2023
Bin Chen, Qiyang Yu and Guofu Zhou
University of Rochester - Department of Economics, University of Rochester - Department of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 660 (82,951)

Abstract:

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Asset pricing, Anomaly, Factor model, Time series, False discovery rate, FDR

2.

Useful Factors Are Fewer Than You Think

Number of pages: 68 Posted: 27 Mar 2023 Last Revised: 09 Apr 2024
Bin Chen, Qiyang Yu and Guofu Zhou
Department of Economics, University of Rochester, University of Rochester - Department of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 142 (420,229)

Abstract:

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false discovery rate, factors, multiple testing, time-varying, cross-sectional returns, factor models

3.

Estimation and Inference for CP Tensor Factor Models 

Number of pages: 34 Posted: 28 Jun 2024
Bin Chen, Yuefeng Han and Qiyang Yu
Department of Economics, University of Rochester, Rutgers, The State University of New Jersey and University of Rochester - Department of Economics
Downloads 22 (1,045,528)

Abstract:

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Canonical Polyadic Decompositions, Factor models, Highdimensional, Tensor data, Asymptotic normality