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Yubo Tao

Singapore Management University (from arXiv:1806.01229, 2018) · ORCID · OpenAlex

8 papers in scope · 7 published · 2 on the econ.EM arXiv · 162 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Undral Byambadalai
  2. Shota Yasui
  3. Tatsushi Oka
  4. Liang Jiang
  5. Yuehao Bai
  6. Azeem M. Shaikh
  7. Max Tabord-Meehan
  8. Shingo Uto
  9. Jizhou Liu
  10. Yuta Hayakawa
  11. Federico A. Bugni
  12. Yichong Zhang
  13. Xiaobin Liu
  14. Ivan A. Canay
  15. Anton Skrobotov
  16. Liyao Li
  17. Ke Miao
  18. Peter C.B. Phillips
  19. Akanksha Negi
  20. Mengsi Gao

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(4 of 8)

Financialization and Commodity Markets Serial Dependence
published2023 · Management Science · 50 citations · first circulated 2018
with Zhi Da, Ke Tang, Liyan Yang
Management Science
Trend-based forecast of cryptocurrency returns
published2023 · Economic Modelling · 14 citations · first circulated 2022
with Xilong Tan
Economic Modelling
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
published2022 · Journal of Econometrics · 13 citations · first circulated 2021
with Liang Jiang, Peter C.B. Phillips, Yichong Zhang
Paper profile Journal of Econometrics arXiv:2105.14752
A Time-Varying Network for Cryptocurrencies
published2022 · Journal of Business and Economic Statistics · 19 citations · first circulated 2018
with Li Guo, Wolfgang Karl Härdle
Paper profile Journal of Business and Economic Statistics arXiv:1802.03708
Asymmetric GARCH type models for asymmetric volatility characteristics analysis and wind power forecasting
published2019 · Protection and Control of Modern Power Systems · 43 citations
with Hao Chen, Jianzhong Zhang, Fenglei Tan
Protection and Control of Modern Power Systems
Limit theory for moderate deviation from Integrated GARCH processes
published2019 · Statistics & Probability Letters
Paper profile Statistics & Probability Letters arXiv:1806.01229
Random coefficient continuous systems: Testing for extreme sample path behavior
published2019 · Journal of Econometrics · 18 citations · first circulated 2017
with Peter C.B. Phillips, Jun Yu
Journal of Econometrics
Model Selection for Explosive Models
working paper2017 · arXiv · 5 citations
with Jun Yu
Paper profile arXiv arXiv:1703.02720

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.