Details about Yubo Tao

Access statistics for papers by Yubo Tao.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pta698

Working Papers

2022

1. A Time-Varying Network for Cryptocurrencies
   Papers, arXiv.org View citations (2)
   Also in Papers, arXiv.org (2021) View citations (1)
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2021)
   See also Journal Article A Time-Varying Network for Cryptocurrencies, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) (2024)
2. Joint News, Attention Spillover,and Market Returns
   Papers, arXiv.org View citations (5)
3. Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
   Papers, arXiv.org View citations (2)
   See also Journal Article Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations, Journal of Econometrics, Elsevier (2023) View citations (3) (2023)

2019

4. Dynamic Network Perspective of Cryptocurrencies
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (1)

2018

5. Limit Theory for Moderate Deviation from Integrated GARCH Processes
   Papers, arXiv.org
   See also Journal Article Limit theory for moderate deviation from Integrated GARCH processes, Statistics & Probability Letters, Elsevier (2019) (2019)
6. Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (18)

2017

7. Model Selection for Explosive Models
   Papers, arXiv.org
   Also in Economics and Statistics Working Papers, Singapore Management University, School of Economics (2016)
   See also Chapter Model Selection for Explosive Models, Advances in Econometrics, Emerald Group Publishing Limited (2020) View citations (1) (2020)
8. Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
   Also in Economics and Statistics Working Papers, Singapore Management University, School of Economics (2017) View citations (3)
   See also Journal Article Random coefficient continuous systems: Testing for extreme sample path behavior, Journal of Econometrics, Elsevier (2019) View citations (8) (2019)

Journal Articles

2024

1. A Time-Varying Network for Cryptocurrencies
   Journal of Business & Economic Statistics, 2024, 42, (2), 437-456
   See also Working Paper A Time-Varying Network for Cryptocurrencies, Papers (2022) View citations (2) (2022)
2. Financialization and Commodity Markets Serial Dependence
   Management Science, 2024, 70, (4), 2122-2143

2023

3. Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
   Journal of Econometrics, 2023, 234, (2), 758-776 View citations (3)
   See also Working Paper Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations, Papers (2022) View citations (2) (2022)
4. Trend-based forecast of cryptocurrency returns
   Economic Modelling, 2023, 124, (C) View citations (2)

2019

5. Limit theory for moderate deviation from Integrated GARCH processes
   Statistics & Probability Letters, 2019, 150, (C), 126-136
   See also Working Paper Limit Theory for Moderate Deviation from Integrated GARCH Processes, Papers (2018) (2018)
6. Random coefficient continuous systems: Testing for extreme sample path behavior
   Journal of Econometrics, 2019, 209, (2), 208-237 View citations (8)
   See also Working Paper Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour, Cowles Foundation Discussion Papers (2017) View citations (2) (2017)

Chapters

2020

1. Model Selection for Explosive Models
   A chapter in Essays in Honor of Cheng Hsiao, 2020, vol. 41, pp 73-103 View citations (1)
   See also Working Paper Model Selection for Explosive Models, arXiv.org (2017) (2017)