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Cody Yu-Ling Hsiao

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This is information that was supplied by Cody Yu-Ling Hsiao in registering through RePEc. If you are Cody Yu-Ling Hsiao , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Cody Yu-Ling
Middle Name:
Last Name: Hsiao
Suffix:

RePEc Short-ID: phs26

Email:
Homepage: https://sites.google.com/site/codyyulinghsiao/
Postal Address:
Phone:

Affiliation

(90%) School of Economics
Australian School of Business
University of New South Wales
Location: Sydney, Australia
Homepage: http://www.economics.unsw.edu.au/
Email:
Phone: (+61)-2-9385-3380
Fax: +61)-2- 9313- 6337
Postal: Australian School of Business Building, Sydney 2052
Handle: RePEc:edi:senswau (more details at EDIRC)
(10%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University
Location: Canberra, Australia
Homepage: http://cama.anu.edu.au/
Email:
Phone: +61 2 6125 4442
Fax: +61 2 6125 5124
Postal: H. W. Arndt Building #25A, The Australian National University, Canberra ACT 0200
Handle: RePEc:edi:cmanuau (more details at EDIRC)

Works

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Working papers

  1. Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2014. "Extremal Dependence and Contagion," CAMA Working Papers 2014-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin, 2013. "A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion," CAMA Working Papers 2013-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Joshua C C Chan & Cody Y L Hsiao, 2013. "Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence," CAMA Working Papers 2013-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Renée Fry & Cody Yu-Ling Hsiao & Chrismin Tang, 2011. "Actually This Time Is Different," CAMA Working Papers 2011-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2013-05-24 2014-05-17. Author is listed
  2. NEP-ECM: Econometrics (2) 2013-05-24 2013-12-06. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2013-05-24 2013-12-06. Author is listed
  4. NEP-ORE: Operations Research (1) 2013-12-06. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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