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Yubo Tao
Yubo Tao
Assistant Professor of Economics, University of Macau
Verified email at umac.mo - Homepage
Title
Cited by
Cited by
Year
Political Uncertainty and Commodity Markets
K Hou, K Tang, B Zhang
Fisher College of Business Working Paper, 025, 2020
372020
A Time-Varying Network for Cryptocurrencies
L Guo, WK Härdle, Y Tao
Journal of Business & Economic Statistics, forthcoming, 2022
26*2022
Financialization and Commodity Markets Serial Dependence
Z Da, K Tang, Y Tao, L Yang
Management Science, forthcoming, 2022
202022
Joint News, Attention Spillover, and Market Returns
L Guo, L Peng, Y Tao, J Tu
Available at SSRN 2927561, 2021
19*2021
Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour
Y Tao, PCB Phillips, J Yu
Journal of Econometrics 209 (2), 208-237, 2019
182019
Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
L Jiang, PCB Phillips, Y Tao, Y Zhang
Journal of Econometrics 234 (2), 758-776, 2023
72023
Model Selection for Explosive Models
Y Tao, J Yu
Advances in Econometrics 41, 73-103, 2020
52020
Trend-based Forecast of Cryptocurrency Returns
X Tan, Y Tao
Economic Modelling 124, 106323, 2023
12023
Supplementary Appendix to “A Time-Varying Network for Cryptocurrencies”
L Guo, WK Härdle, Y Tao
2022
Three Essays on Nonstationary Time-Series Analysis and Network Dynamics
Y TAO
Doctoral Dissertation, Singapore Management University, 2019
2019
Limit Theory for Moderate Deviation from Integrated GARCH Processes
Y Tao
Statistics and Probability Letters 150, 126-136, 2019
2019
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Articles 1–11