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Xiangyu Yang

Shandong University (from arXiv:2408.09185, 2024) · ORCID · OpenAlex

4 papers in scope · 3 published · 1 on the econ.EM arXiv · 15 citations · h-index 3 (over the papers listed here)

Papers

(1 of 4)

Method of Moments Estimation for Affine Stochastic Volatility Models
working paper2024 · arXiv · 1 citations
with Yanfeng Wu, Jian-Qiang Hu
Paper profile arXiv arXiv:2408.09185
Nonparametric multi-product dynamic pricing with demand learning via simultaneous price perturbation
published2024 · European Journal of Operational Research · 6 citations
with Jianghua Zhang, Jianqiang Hu, Jiaqiao Hu
European Journal of Operational Research
Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes
published2021 · Journal of Time Series Analysis · 4 citations
with Yanfeng Wu, Jian-Qiang Hu
Journal of Time Series Analysis
METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS
published2020 · Probability in the Engineering and Informational Sciences · 4 citations
with Yanfeng Wu, Zeyu Zheng, Jian-Qiang Hu
Probability in the Engineering and Informational Sciences

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.