Yihui Lan

The University of Western Australia

The University of Western Australia

35 Stirling Highway

Crawley, Western Australia 6009

AUSTRALIA

SCHOLARLY PAPERS

3

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1,115

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (3)

1.

The Big Mac Index Two Decades on: An Evaluation of Burgernomics

Number of pages: 95 Posted: 09 Jan 2008 Last Revised: 15 Jul 2010
The University of Western Australia - Faculty of Economics & Commerce, The University of Western Australia and affiliation not provided to SSRN
Downloads 663 (38,367)
Citation 5

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Burgernomics, Purchasing Power Parity, Currency Forecast

2.

Are Co-Skewness and Co-Kurtosis Factors Priced?

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 38 Posted: 27 Aug 2011
University of Western Australia, The University of Western Australia and The University of Western Australia
Downloads 347 (85,798)
Citation 1

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asset pricing, skewness, kurtosis, size, book-to-market, momentum

A Stochastic Measure of International Competitiveness

Number of pages: 62 Posted: 27 Aug 2007
The University of Western Australia - Faculty of Economics & Commerce, University of Western Australia - UWA Business School and The University of Western Australia
Downloads 102 (263,166)
Citation 1

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Stochastic index numbers, real exchange rates, international competitiveness

A Stochastic Measure of International Competitiveness

International Review of Finance, Vol. 9, Issue 1-2, pp. 51-81, March/June 2009
Number of pages: 31 Posted: 08 Jun 2009
The University of Western Australia - Faculty of Economics & Commerce, affiliation not provided to SSRN and The University of Western Australia
Downloads 3 (659,191)
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Other Papers (1)

Total Downloads: 0
1.

Improving Accuracy and Precision of Value-at-Risk Forecasts

Posted: 27 Aug 2007
Yihui Lan, Ze Hu and Jackie Johnson
The University of Western Australia, The University of Western Australia and Johnson Research, Perth

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Value-at-Risk, delete-d Jackknife, conditional quantile, conditional volatility