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Yong Song

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This is information that was supplied by Yong Song in registering through RePEc. If you are Yong Song , 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: Yong
Middle Name:
Last Name: Song
Suffix:

RePEc Short-ID: pso326

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(99%) Economics Discipline Group
Business School
University of Technology Sydney
Location: Sydney, Australia
Homepage: http://business.uts.edu.au/economics/
Email:
Phone: +61 2 9514 7777
Fax: +61 2 9514 7722
Postal: PO Box 123, Broadway NSW 2007, Sydney
Handle: RePEc:edi:edutsau (more details at EDIRC)
(1%) Rimini Centre for Economic Analysis (RCEA)
Location: Rimini, Italy
Homepage: http://www.rcfea.org/
Email:
Phone: +390541434142
Fax: +39054155431
Postal: Via Patara, 3, 47921 Rimini (RN)
Handle: RePEc:edi:rcfeait (more details at EDIRC)

Works

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Working papers

  1. Song, Yong & Shi, Shuping, 2012. "Identifying speculative bubbles with an in finite hidden Markov model," MPRA Paper 36455, University Library of Munich, Germany.
  2. Maheu, John & Song, Yong, 2012. "A new structural break model with application to Canadian inflation forecasting," MPRA Paper 36870, University Library of Munich, Germany.
  3. Yong Song, 2012. "Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model," Working Paper Series 28_12, The Rimini Centre for Economic Analysis.
  4. Yong Song, 2011. "Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model," Working Papers tecipa-427, University of Toronto, Department of Economics.
  5. John M Maheu & Thomas H McCurdy & Yong Song, 2010. "Components of bull and bear markets: bull corrections and bear rallies," Working Papers tecipa-402, University of Toronto, Department of Economics.
  6. John M Maheu & Thomas H McCurdy & Yong Song, 2009. "Extracting bull and bear markets from stock returns," Working Papers tecipa-369, University of Toronto, Department of Economics.

Articles

  1. John M. Maheu & Thomas H. McCurdy & Yong Song, 2012. "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 391-403, February.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2009-08-16 2011-04-23 2012-02-20 2012-03-08. Author is listed
  2. NEP-ETS: Econometric Time Series (7) 2010-04-17 2011-04-23 2012-02-20 2012-03-21 2012-06-25 2012-06-25 2012-06-25. Author is listed
  3. NEP-FOR: Forecasting (6) 2011-04-23 2012-02-20 2012-03-08 2012-03-21 2012-06-25 2012-06-25. Author is listed
  4. NEP-MON: Monetary Economics (2) 2012-03-08 2012-06-25

Statistics

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Co-authorship network on CollEc

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