追蹤
Yu-Pin Hu
Yu-Pin Hu
Department of International Business Studies, National Chi Nan University
在 ncnu.edu.tw 的電子郵件地址已通過驗證
標題
引用次數
引用次數
年份
Principal volatility component analysis
YP Hu, RS Tsay
Journal of Business & Economic Statistics 32 (2), 153-164, 2014
502014
On the Pena–Box model
YP Hu, RJ Chou
Journal of Time Series Analysis 25 (6), 811-830, 2004
232004
Evaluating R&D projects with hedging behavior
LM Luo, HJ Sheu, YP Hu
Research-Technology Management 51 (6), 51-57, 2008
162008
Time-varying inter-market linkage of international stock markets
YP Hu, L Lin, JW Kao
Applied Economics 40 (19), 2501-2507, 2008
152008
A dynamic factor model
YP Hu, RJ Chou
Available at SSRN 452803, 2003
152003
Forecasting volatility with many predictors
TH Ke, YP Hu
Journal of Forecasting 32 (8), 743-754, 2013
112013
A generalized time‐effect factor model and its application: recovering trend of temperature by pollen data
YP Hu, RJ Chou
Environmetrics: The official journal of the International Environmetrics …, 2008
32008
Identifying the time‐effect factors of multiple time series
Y Hu
Journal of Forecasting 24 (5), 379-387, 2005
32005
Robustness comparison of the Peña–Box model and the factor model to extract useful predictors
CY Li, YP Hu
Communications in Statistics-Theory and Methods 40 (9), 1633-1650, 2011
22011
Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model
YP Hu
Communications in Statistics—Theory and Methods 40 (8), 1453-1467, 2011
22011
國際金融危機事件對台股報酬的波動影響------自 2005 年至 2014 年
李睿研
國立暨南國際大學國際企業學系學位論文 2017, 1-111, 2017
12017
美國 S&P 500 股價靜態與動態分析------自 2004 年到 2014 年
鄭詒齡
國立暨南國際大學國際企業學系學位論文 2016, 1-90, 2016
2016
A new approach for analyzing panel AR (1) series with application to the unit root test
YP Hu, JT Hwang
arXiv preprint arXiv:1509.06442, 2015
2015
基於設備成本與分佈密度之次經驗演算法於無線網路規劃
張瑛杰
國立暨南國際大學國際企業學系學位論文 2015, 1-61, 2015
2015
Rejoinder: Principal volatility component analysis
YP Hu, RS Tsay
Journal of Business & Economic Statistics 32 (2), 176-177, 2014
2014
預測金融市場波動性
TH Ke
國立暨南國際大學國際企業學系學位論文 2014, 1-57, 2014
2014
On the reduced-rank model with leading index
YP Hu
Statistical Modelling 11 (6), 523-534, 2011
2011
Volatility Forecasting with Many Predictors
TH Ke, YP Hu
Available at SSRN 1952906, 2011
2011
A Model-Free Transformation for Multivariate Volatility Processes
YP Hu
2011
One Stone with Two Birds: Resolving Pricing and Trading Uncertainties Coinstantaneously
JH Yeh, JN Wang, YP Hu
Available at SSRN 1787833, 2010
2010
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