Yanlin Shi - researchr alias

researchr

You are not signed in
Sign in
Sign up

Viewing Publication 1 - 8 from 8

2023

Long memory and regime switching in the stochastic volatility modellingYanlin Shi. anor, 320(2):999-1020, 2023. [doi]

A simulation study on the Markov regime-switching zero-drift GARCH modelYanlin Shi. anor, 330(1):1-20, November 2023. [doi]

A closed-form solution for the stochastic volatility model with applications on international stock marketsYanlin Shi. jors, 74(4):1183-1197, April 2023. [doi]

Conceptual design of product structures based on WordNet hierarchy and association relationYanlin Shi, Qingjin Peng. jim, 34(6):2655-2671, August 2023. [doi]

Modeling Long Memory and Regime Switching with an MRS-FIEGARCH Model: A Simulation StudyCaixia Zhang, Yanlin Shi. axioms, 12(5):446, May 2023. [doi]

2022

Forecasting mortality rates with the penalized exponential smoothing state space modelYanlin Shi. jors, 73(5):955-968, 2022. [doi]

2021

Enhanced customer requirement classification for product design using big data and improved Kano modelYanlin Shi, Qingjin Peng. aei, 49:101340, 2021. [doi]

2020

Does Bitcoin dominate the price discovery of the Cryptocurrencies market? A time-varying information share analysisLe Chang, Yanlin Shi. orl, 48(5):641-645, 2020. [doi]

Sign in or sign up to see more results.

runs on WebDSL