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Publications

by members of

School of Economics and Management
University of Chinese Academy of Sciences
Beijing, China

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2024

  1. Haowen Bao & Yongmiao Hong & Yuying Sun & Shouyang Wang, 2024. "Sparse Interval-valued Time Series Modeling with Machine Learning," Papers 2411.09452, arXiv.org.

2023

  1. Hong, Y. & Linton, O. B. & McCabe, B. & Sun, J. & Wang, S., 2023. "Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach," Cambridge Working Papers in Economics 2367, Faculty of Economics, University of Cambridge.

2017

  1. Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang, 2017. "Time-varying Model Averaging," Working Papers 202001, University of California at Riverside, Department of Economics.

2007

  1. Yongmiao Hong & Yoon-Jin Lee, 2007. "Detecting Misspecifications in Autoregressive Conditional Duration Models," CAEPR Working Papers 2007-019, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  2. Gao, Jiti & Hong, Yongmiao, 2007. "Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing," MPRA Paper 11977, University Library of Munich, Germany, revised Dec 2007.

2005

  1. Hong, Yongmiao & Wang, Dabin & Zhang, Xiaobo, 2005. "Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach," 2005 Annual meeting, July 24-27, Providence, RI 19163, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

2004

  1. Yoon-Jin Lee & Yongmiao Hong, 2004. "Specification Testing for Multivariate Time Series Volatility Models," Econometric Society 2004 Far Eastern Meetings 696, Econometric Society.
  2. Chihwa Kao & Yongmiao Hong, 2004. "Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity," Econometric Society 2004 Far Eastern Meetings 753, Econometric Society.
  3. Jaehun Chung & Yongmiao Hong, 2004. "Are the directions of stock price changes predictable? A generalized cross-spectral approach," Econometric Society 2004 North American Winter Meetings 469, Econometric Society.
  4. Tae-Hwy Lee & Yongmiao Hong, 2004. "Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions," Econometric Society 2004 North American Winter Meetings 614, Econometric Society.

2003

  1. Cai, Zongwu & Hong, Yongmiao, 2003. "Nonparametric Methods in Continuous-Time Finance: A Selective Review," SFB 373 Discussion Papers 2003,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

2002

  1. Min-Hsien Chiang & Yongmiao Hong & Chihwa Kao, 2002. "Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-3, International Conferences on Panel Data.
  2. Hong, Yongmiao & Li, Haitao, 2002. "Nonparametric specification testing for continuous-time models with application to spot interest rates," SFB 373 Discussion Papers 2002,32, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

2001

  1. Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee, 2001. "Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns," Econometrics Working Papers Archive wp2001_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2000

  1. Yongmiao Hong & Jin Lee, 2000. "Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices," Econometric Society World Congress 2000 Contributed Papers 1211, Econometric Society.
  2. Yongmiao Hong & Chihwa Kao, 2000. "Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models," Center for Policy Research Working Papers 32, Center for Policy Research, Maxwell School, Syracuse University.

1999

  1. White, Halbert & Hong, Yongmiao, 1999. "M-Testing Using Finite and Infinite Dimensional Parameter Estimators," University of California at San Diego, Economics Working Paper Series qt9qz123ng, Department of Economics, UC San Diego.

1996

  1. Hong, Yongmiao, 1996. "Testing for independence between two covariance stationary time series," MPRA Paper 108731, University Library of Munich, Germany.

1994

  1. Hong, Y., 1994. "Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series," Papers 94-31, Cornell - Department of Economics.

Journal articles

2025

  1. Yongmiao Hong & Fuwei Jiang & Lingchao Meng & Bowen Xue, 2025. "Forecasting Inflation Using Economic Narratives," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 43(1), pages 216-231, January.

2024

  1. Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing & Wang, Shouyang, 2024. "Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach," Journal of Econometrics, Elsevier, vol. 238(2).
  2. Chen, Qitong & Hong, Yongmiao & Li, Haiqi, 2024. "Time-varying forecast combination for factor-augmented regressions with smooth structural changes," Journal of Econometrics, Elsevier, vol. 240(1).
  3. Li, Haiqi & Zhou, Jin & Hong, Yongmiao, 2024. "Estimating and testing for smooth structural changes in moment condition models," Journal of Econometrics, Elsevier, vol. 246(1).
  4. Cheng, Zishu & Li, Mingchen & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024. "Climate change and crude oil prices: An interval forecast model with interval-valued textual data," Energy Economics, Elsevier, vol. 134(C).
  5. Yang, Kun & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024. "Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach," Energy Economics, Elsevier, vol. 139(C).
  6. Cheng, Zishu & Li, Mingchen & Cui, Ruhong & Wei, Yunjie & Wang, Shouyang & Hong, Yongmiao, 2024. "The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  7. Liyuan Cui & Yongmiao Hong & Yingxing Li & Junhui Wang, 2024. "A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data," Management Science, INFORMS, vol. 70(10), pages 7242-7264, October.
  8. Dalei Yu & Heng Lian & Yuying Sun & Xinyu Zhang & Yongmiao Hong, 2024. "Post-averaging inference for optimal model averaging estimator in generalized linear models," Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 98-122, April.
  9. Liyuan Cui & Guanhao Feng & Yongmiao Hong, 2024. "Regularized Gmm For Time‐Varying Models With Applications To Asset Pricing," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(2), pages 851-883, May.

2023

  1. Fu, Zhonghao & Hong, Yongmiao & Wang, Xia, 2023. "On Multiple Structural Breaks In Distribution: An Empirical Characteristic Function Approach," Econometric Theory, Cambridge University Press, vol. 39(3), pages 534-581, June.
  2. Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao, 2023. "Fast estimation of a large TVP-VAR model with score-driven volatilities," Journal of Economic Dynamics and Control, Elsevier, vol. 157(C).
  3. Fu, Zhonghao & Hong, Yongmiao & Wang, Xia, 2023. "Testing for structural changes in large dimensional factor models via discrete Fourier transform," Journal of Econometrics, Elsevier, vol. 233(1), pages 302-331.
  4. Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu, 2023. "Penalized time-varying model averaging," Journal of Econometrics, Elsevier, vol. 235(2), pages 1355-1377.
  5. Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023. "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 235(2), pages 720-744.
  6. Zhang, Dingxuan & Sun, Yuying & Duan, Hongbo & Hong, Yongmiao & Wang, Shouyang, 2023. "Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin," International Review of Financial Analysis, Elsevier, vol. 88(C).

2022

  1. Heng, Jiani & Hong, Yongmiao & Hu, Jianming & Wang, Shouyang, 2022. "Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information," Applied Energy, Elsevier, vol. 306(PA).
  2. Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing, 2022. "A score statistic for testing the presence of a stochastic trend in conditional variances," Economics Letters, Elsevier, vol. 213(C).
  3. Sun, Jiajing & Hong, Yongmiao & Linton, Oliver & Zhao, Xiaolu, 2022. "Adjusted-range self-normalized confidence interval construction for censored dependent data," Economics Letters, Elsevier, vol. 220(C).
  4. Quanying Lu & Yuying Sun & Yongmiao Hong & Shouyang Wang, 2022. "Forecasting interval-valued crude oil prices using asymmetric interval models," Quantitative Finance, Taylor & Francis Journals, vol. 22(11), pages 2047-2061, November.
  5. Yinhong Yao & Jianping Li, 2022. "Operational risk assessment of third-party payment platforms: a case study of China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-20, December.
  6. Xiaolei Sun & Jun Hao & Jianping Li, 2022. "Multi-objective optimization of crude oil-supply portfolio based on interval prediction data," Annals of Operations Research, Springer, vol. 309(2), pages 611-639, February.
  7. Li, Jianping & Li, Guowen & Liu, Mingxi & Zhu, Xiaoqian & Wei, Lu, 2022. "A novel text-based framework for forecasting agricultural futures using massive online news headlines," International Journal of Forecasting, Elsevier, vol. 38(1), pages 35-50.

2021

  1. Fu, Yelin & Lai, Kin Keung & Yu, Lean, 2021. "Multi-nation comparisons of energy architecture performance: A group decision-making method with preference structure and acceptability analysis," Energy Economics, Elsevier, vol. 96(C).
  2. Lean Yu & Lihang Yu & Kaitao Yu, 2021. "A high-dimensionality-trait-driven learning paradigm for high dimensional credit classification," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-20, December.
  3. Yu, Lean & Ma, Yueming & Ma, Mengyao, 2021. "An effective rolling decomposition-ensemble model for gasoline consumption forecasting," Energy, Elsevier, vol. 222(C).
  4. Lean Yu & Yueming Ma, 2021. "A Data-Trait-Driven Rolling Decomposition-Ensemble Model for Gasoline Consumption Forecasting," Energies, MDPI, vol. 14(15), pages 1-26, July.
  5. Yu, Lean & Zhang, Xiaoming, 2021. "Can small sample dataset be used for efficient internet loan credit risk assessment? Evidence from online peer to peer lending," Finance Research Letters, Elsevier, vol. 38(C).
  6. Xiao, Jin & Li, Guohao & Xie, Ling & Wang, Shouyang & Yu, Lean, 2021. "Decarbonizing China's power sector by 2030 with consideration of technological progress and cross-regional power transmission," Energy Policy, Elsevier, vol. 150(C).
  7. Cui, Liyuan & Hong, Yongmiao & Li, Yingxing, 2021. "Solving Euler equations via two-stage nonparametric penalized splines," Journal of Econometrics, Elsevier, vol. 222(2), pages 1024-1056.
  8. Sun, Yuying & Hong, Yongmiao & Lee, Tae-Hwy & Wang, Shouyang & Zhang, Xinyu, 2021. "Time-varying model averaging," Journal of Econometrics, Elsevier, vol. 222(2), pages 974-992.
  9. Shangrong Jiang & Yuze Li & Quanying Lu & Yongmiao Hong & Dabo Guan & Yu Xiong & Shouyang Wang, 2021. "Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China," Nature Communications, Nature, vol. 12(1), pages 1-10, December.
  10. Yanan He & Ai Han & Yongmiao Hong & Yuying Sun & Shouyang Wang, 2021. "Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models," Econometric Reviews, Taylor & Francis Journals, vol. 40(6), pages 584-606, July.
  11. Suo, Weilan & Wang, Lin & Li, Jianping, 2021. "Probabilistic risk assessment for interdependent critical infrastructures: A scenario-driven dynamic stochastic model," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
  12. Chang Liu & Jianping Li & Xiaolei Sun & Jianming Chen, 2021. "Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia," Applied Economics Letters, Taylor & Francis Journals, vol. 28(7), pages 599-607, April.
  13. Liu, Chang & Sun, Xiaolei & Wang, Jun & Li, Jianping & Chen, Jianming, 2021. "Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network," Research in International Business and Finance, Elsevier, vol. 55(C).
  14. Feng, Qianqian & Sun, Xiaolei & Hao, Jun & Li, Jianping, 2021. "Predictability dynamics of multifactor-influenced installed capacity: A perspective of country clustering," Energy, Elsevier, vol. 214(C).
  15. Yao, Yinhong & Li, Jianping & Sun, Xiaolei, 2021. "Measuring the risk of Chinese Fintech industry: evidence from the stock index," Finance Research Letters, Elsevier, vol. 39(C).
  16. Xin Long Xu & Jianping Li & Dengsheng Wu & Xi Zhang, 2021. "The intellectual capital efficiency and corporate sustainable growth nexus: comparison from agriculture, tourism and renewable energy sector," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(11), pages 16038-16056, November.
  17. Liu, Mingxi & Li, Guowen & Li, Jianping & Zhu, Xiaoqian & Yao, Yinhong, 2021. "Forecasting the price of Bitcoin using deep learning," Finance Research Letters, Elsevier, vol. 40(C).
  18. Guo, Yawei & Li, Jianping & Li, Yehua & You, Wanhai, 2021. "The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US," Energy Economics, Elsevier, vol. 97(C).
  19. Xiaolei Sun & Qianqian Feng & Jianping Li, 2021. "Understanding country risk assessment: a historical review," Applied Economics, Taylor & Francis Journals, vol. 53(37), pages 4329-4341, August.
  20. Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021. "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  21. Zhu, Xiaoqian & Wei, Lu & Li, Jianping, 2021. "A two-stage general approach to aggregate multiple bank risks," Finance Research Letters, Elsevier, vol. 40(C).
  22. Jianping Li & Xiaoqian Zhu & Dengsheng Wu, 2021. "China’s publications: fewer but better," Nature, Nature, vol. 592(7855), pages 507-507, April.
  23. Chunbing Bao & Jie Wan & Dengsheng Wu & Jianping Li, 2021. "Aggregating risk matrices under a normative framework," Journal of Risk Research, Taylor & Francis Journals, vol. 24(8), pages 999-1015, August.

2020

  1. Xiang Li & Hui Jiang & Sini Guo & Wai-ki Ching & Lean Yu, 2020. "On product of positive L-R fuzzy numbers and its application to multi-period portfolio selection problems," Fuzzy Optimization and Decision Making, Springer, vol. 19(1), pages 53-79, March.
  2. Rongda Chen & Huiwen Chen & Chenglu Jin & Bo Wei & Lean Yu, 2020. "Linkages and Spillovers between Internet Finance and Traditional Finance: Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(6), pages 1196-1210, May.
  3. Zou, Yingchao & Yu, Lean & Tso, Geoffrey K.F. & He, Kaijian, 2020. "Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
  4. Yu, Lean & Yao, Xiao & Zhang, Xiaoming & Yin, Hang & Liu, Jia, 2020. "A novel dual-weighted fuzzy proximal support vector machine with application to credit risk analysis," International Review of Financial Analysis, Elsevier, vol. 71(C).
  5. Yelin Fu & Kong Xiangtianrui & Hao Luo & Lean Yu, 2020. "Constructing Composite Indicators with Collective Choice and Interval-Valued TOPSIS: The Case of Value Measure," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 152(1), pages 117-135, November.
  6. Yu, Lean & Zha, Rui & Stafylas, Dimitrios & He, Kaijian & Liu, Jia, 2020. "Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models," International Review of Financial Analysis, Elsevier, vol. 68(C).
  7. Yu, Lean & Huang, Xiaowen & Yin, Hang, 2020. "Can machine learning paradigm improve attribute noise problem in credit risk classification?," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 440-455.
  8. Yelin Fu & Kong Xiangtianrui & Hao Luo & Lean Yu, 2020. "Correction to: Constructing Composite Indicators with Collective Choice and Interval-Valued TOPSIS: The Case of Value Measure," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 152(3), pages 1213-1213, December.
  9. Deqing Wang & Yinqiu Song & Hongyan Zhang & Shengjie Pan, 2020. "The Effectiveness of China’s Monetary Policy: Based on the Mixed-Frequency Data," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(3), pages 325-339.
  10. Lin Wang & Martin Kunc & Jianping Li, 2020. "Project portfolio implementation under uncertainty and interdependencies: A simulation study of behavioural responses," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 71(9), pages 1426-1436, September.
  11. Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping, 2020. "Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  12. Hao, Jun & Li, Jianping & Wu, Dengsheng & Sun, Xiaolei, 2020. "Portfolio optimisation of material purchase considering supply risk – A multi-objective programming model," International Journal of Production Economics, Elsevier, vol. 230(C).
  13. Jianping Li & Guowen Li & Xiaoqian Zhu & Yanzhen Yao, 2020. "Identifying the influential factors of commodity futures prices through a new text mining approach," Quantitative Finance, Taylor & Francis Journals, vol. 20(12), pages 1967-1981, December.
  14. Li, Jianping & Li, Jingyu & Zhu, Xiaoqian & Yao, Yinhong & Casu, Barbara, 2020. "Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S," International Review of Financial Analysis, Elsevier, vol. 71(C).
  15. Li, Jingyu & Li, Jianping & Zhu, Xiaoqian, 2020. "Risk dependence between energy corporations: A text-based measurement approach," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 33-46.
  16. Yao, Xiaoyang & Le, Wei & Sun, Xiaolei & Li, Jianping, 2020. "Financial stress dynamics in China: An interconnectedness perspective," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 217-238.
  17. Wang, Jun & Sun, Xiaolei & Li, Jianping, 2020. "How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries," Finance Research Letters, Elsevier, vol. 34(C).
  18. Xiuwen Chen & Xiaolei Sun & Jianping Li, 2020. "How does economic policy uncertainty react to oil price shocks? A multi-scale perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 27(3), pages 188-193, February.
  19. Li, Jianping & Feng, Yuyao & Li, Guowen & Sun, Xiaolei, 2020. "Tourism companies' risk exposures on text disclosure," Annals of Tourism Research, Elsevier, vol. 84(C).
  20. Sun, Xiaolei & Wang, Jun & Yao, Yanzhen & Li, Jingyu & Li, Jianping, 2020. "Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective," International Review of Financial Analysis, Elsevier, vol. 68(C).
  21. Dengsheng Wu & Xiaoli Lu & Jianping Li & Jing Li, 2020. "Does the institutional diversity of editorial boards increase journal quality? The case economics field," Scientometrics, Springer;Akadémiai Kiadó, vol. 124(2), pages 1579-1597, August.
  22. Sun, Xiaolei & Liu, Chang & Wang, Jun & Li, Jianping, 2020. "Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach," International Review of Financial Analysis, Elsevier, vol. 68(C).

2019

  1. Yu, Lean & Zhao, Yaqing & Tang, Ling & Yang, Zebin, 2019. "Online big data-driven oil consumption forecasting with Google trends," International Journal of Forecasting, Elsevier, vol. 35(1), pages 213-223.
  2. Jichang Dong & Wei Dai & Ying Liu & Lean Yu & Jie Wang, 2019. "Forecasting Chinese Stock Market Prices using Baidu Search Index with a Learning-Based Data Collection Method," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(05), pages 1605-1629, September.
  3. Jichang Dong & Wei Dai & Ling Tang & Lean Yu, 2019. "Why do EMD‐based methods improve prediction? A multiscale complexity perspective," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(7), pages 714-731, November.
  4. Fu, Zhonghao & Hong, Yongmiao, 2019. "A model-free consistent test for structural change in regression possibly with endogeneity," Journal of Econometrics, Elsevier, vol. 211(1), pages 206-242.
  5. Sun, Yuying & Zhang, Xun & Hong, Yongmiao & Wang, Shouyang, 2019. "Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling," Energy Economics, Elsevier, vol. 78(C), pages 165-173.
  6. Qiang Ji & Jianping Li & Xiaolei Sun, 2019. "New Challenge and Research Development in Global Energy Financialization," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(12), pages 2669-2672, September.
  7. Li, Jingyu & Yao, Yanzhen & Li, Jianping & Zhu, Xiaoqian, 2019. "Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
  8. Ji, Qiang & Li, Jianping & Sun, Xiaolei, 2019. "Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports," Finance Research Letters, Elsevier, vol. 30(C), pages 420-425.
  9. Xiaoqian Zhu & Jianping Li & Dengsheng Wu, 2019. "Should the Advanced Measurement Approach for Operational Risk be Discarded? Evidence from the Chinese Banking Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-15, March.
  10. Xiuwen Chen & Jianping Li & Xiaolei Sun & Dengsheng Wu, 2019. "Early identification of intellectual structure based on co-word analysis from research grants," Scientometrics, Springer;Akadémiai Kiadó, vol. 121(1), pages 349-369, October.
  11. Lu Wei & Guowen Li & Xiaoqian Zhu & Jianping Li, 2019. "Discovering bank risk factors from financial statements based on a new semi‐supervised text mining algorithm," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(3), pages 1519-1552, September.
  12. Wei, Lu & Li, Guowen & Zhu, Xiaoqian & Sun, Xiaolei & Li, Jianping, 2019. "Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures," Energy Economics, Elsevier, vol. 80(C), pages 452-460.
  13. Wei, Lu & Li, Guowen & Li, Jianping & Zhu, Xiaoqian, 2019. "Bank risk aggregation with forward-looking textual risk disclosures," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  14. Dengsheng Wu & Xiaoqian Zhu & Jie Wan & Chunbing Bao & Jianping Li, 2019. "A Multiobjective Optimization Approach for Selecting Risk Response Strategies of Software Project: From the Perspective of Risk Correlations," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 339-364, January.
  15. Jianping Li & Yinhong Yao & Yuanjie Xu & Jingyu Li & Lu Wei & Xiaoqian Zhu, 2019. "Consumer’s risk perception on the Belt and Road countries: evidence from the cross-border e-commerce," Electronic Commerce Research, Springer, vol. 19(4), pages 823-840, December.

2018

  1. Lean Yu & Zebin Yang & Ling Tang, 2018. "Quantile estimators with orthogonal pinball loss function," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(3), pages 401-417, April.
  2. Tang, Ling & Wu, Yao & Yu, Lean, 2018. "A randomized-algorithm-based decomposition-ensemble learning methodology for energy price forecasting," Energy, Elsevier, vol. 157(C), pages 526-538.
  3. Wang, Xia & Hong, Yongmiao, 2018. "Characteristic Function Based Testing For Conditional Independence: A Nonparametric Regression Approach," Econometric Theory, Cambridge University Press, vol. 34(4), pages 815-849, August.
  4. Sun, Yuying & Han, Ai & Hong, Yongmiao & Wang, Shouyang, 2018. "Threshold autoregressive models for interval-valued time series data," Journal of Econometrics, Elsevier, vol. 206(2), pages 414-446.
  5. Lu Wei & Jianping Li & Xiaoqian Zhu, 2018. "Operational Loss Data Collection: A Literature Review," Annals of Data Science, Springer, vol. 5(3), pages 313-337, September.
  6. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng-Few Lee, 2018. "Option prices and stock market momentum: evidence from China," Quantitative Finance, Taylor & Francis Journals, vol. 18(9), pages 1517-1529, September.
  7. Wu, Dengsheng & Li, Jing & Lu, Xiaoli & Li, Jianping, 2018. "Journal editorship index for assessing the scholarly impact of academic institutions: An empirical analysis in the field of economics," Journal of Informetrics, Elsevier, vol. 12(2), pages 448-460.
  8. Jianping Li & Chunbing Bao & Dengsheng Wu, 2018. "How to Design Rating Schemes of Risk Matrices: A Sequential Updating Approach," Risk Analysis, John Wiley & Sons, vol. 38(1), pages 99-117, January.
  9. Jianping Li & Lu Wei & Cheng-Few Lee & Xiaoqian Zhu & Dengsheng Wu, 2018. "Financial statements based bank risk aggregation," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 673-694, April.
  10. Lili Yuan & Yanni Hao & Minglu Li & Chunbing Bao & Jianping Li & Dengsheng Wu, 2018. "Who are the international research collaboration partners for China? A novel data perspective based on NSFC grants," Scientometrics, Springer;Akadémiai Kiadó, vol. 116(1), pages 401-422, July.
  11. Chunbing Bao & Jianping Li & Dengsheng Wu, 2018. "A fuzzy mapping framework for risk aggregation based on risk matrices," Journal of Risk Research, Taylor & Francis Journals, vol. 21(5), pages 539-561, May.
  12. Wu, Dengsheng & Yuan, Lili & Li, Ruoyun & Li, Jianping, 2018. "Decomposing inequality in research funding by university-institute sub-group: A three-stage nested Theil index," Journal of Informetrics, Elsevier, vol. 12(4), pages 1312-1326.
  13. Li, Jianping & Yao, Xiaoyang & Sun, Xiaolei & Wu, Dengsheng, 2018. "Determining the fuzzy measures in multiple criteria decision aiding from the tolerance perspective," European Journal of Operational Research, Elsevier, vol. 264(2), pages 428-439.

2017

  1. Rongda Chen & Ze Wang & Lean Yu, 2017. "Importance Sampling for Credit Portfolio Risk with Risk Factors Having t-Copula," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1101-1124, July.
  2. Jian Li & Zhenjing Xu & Huijuan Xu & Ling Tang & Lean Yu, 2017. "Forecasting Oil Price Trends with Sentiment of Online News Articles," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(02), pages 1-22, April.
  3. Guoxing Zhang & Zhenhua Zhang & Xiulin Gao & Lean Yu & Shouyang Wang & Yingluo Wang, 2017. "Impact of Energy Conservation and Emissions Reduction Policy Means Coordination on Economic Growth: Quantitative Evidence from China," Sustainability, MDPI, vol. 9(5), pages 1-19, April.
  4. Lean Yu & Yang Zhao & Ling Tang, 2017. "Ensemble Forecasting for Complex Time Series Using Sparse Representation and Neural Networks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(2), pages 122-138, March.
  5. Zhao, Yang & Li, Jianping & Yu, Lean, 2017. "A deep learning ensemble approach for crude oil price forecasting," Energy Economics, Elsevier, vol. 66(C), pages 9-16.
  6. Tang, Ling & Wu, Jiaqian & Yu, Lean & Bao, Qin, 2017. "Carbon allowance auction design of China's emissions trading scheme: A multi-agent-based approach," Energy Policy, Elsevier, vol. 102(C), pages 30-40.
  7. Ke, Xiao & Chen, Haiqiang & Hong, Yongmiao & Hsiao, Cheng, 2017. "Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach," China Economic Review, Elsevier, vol. 44(C), pages 203-226.
  8. Yang, Lianqiang & Hong, Yongmiao, 2017. "Adaptive penalized splines for data smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 70-83.
  9. Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang, 2017. "An efficient integrated nonparametric entropy estimator of serial dependence," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 728-780, October.
  10. Yongmiao Hong & Xia Wang & Shouyang Wang, 2017. "Testing Strict Stationarity With Applications To Macroeconomic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(4), pages 1227-1277, November.
  11. Chuangxia Huang & Fenghua Wen & Jianping Li & Xiaodong Lin & Taishan Yi & Shaoyi He, 2017. "Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance 2016," Mathematical Problems in Engineering, Hindawi, vol. 2017, pages 1-2, January.
  12. Sun, Xiaolei & Liu, Chang & Chen, Xiuwen & Li, Jianping, 2017. "Modeling systemic risk of crude oil imports: Case of China’s global oil supply chain," Energy, Elsevier, vol. 121(C), pages 449-465.
  13. Yao, Yanzhen & Li, Jianping & Zhu, Xiaoqian & Wei, Lu, 2017. "Expected default based score for identifying systemically important banks," Economic Modelling, Elsevier, vol. 64(C), pages 589-600.
  14. Yong Shi & Zhiguang Shan & Jianping Li & Yufei Fang, 2017. "How China Deals with Big Data," Annals of Data Science, Springer, vol. 4(4), pages 433-440, December.
  15. Jianping Li & Yongjia Xie & Dengsheng Wu & Yuanping Chen, 2017. "Underestimating or overestimating the distribution inequality of research funding? The influence of funding sources and subdivision," Scientometrics, Springer;Akadémiai Kiadó, vol. 112(1), pages 55-74, July.
  16. Yongjia Xie & Dengsheng Wu & Yuanping Chen & Wenbin Jiao & Jianping Li, 2017. "A Data-Driven Dynamic Programming Model for Research Position Demand Forecasting," Annals of Data Science, Springer, vol. 4(1), pages 19-30, March.

2016

  1. He, Kaijian & Liu, Youjin & Yu, Lean & Lai, Kin Keung, 2016. "Multiscale dependence analysis and portfolio risk modeling for precious metal markets," Resources Policy, Elsevier, vol. 50(C), pages 224-233.
  2. Guo, Sini & Yu, Lean & Li, Xiang & Kar, Samarjit, 2016. "Fuzzy multi-period portfolio selection with different investment horizons," European Journal of Operational Research, Elsevier, vol. 254(3), pages 1026-1035.
  3. Lean Yu & Zebin Yang & Ling Tang, 2016. "A novel multistage deep belief network based extreme learning machine ensemble learning paradigm for credit risk assessment," Flexible Services and Manufacturing Journal, Springer, vol. 28(4), pages 576-592, December.
  4. Lean Yu & Zebin Yang & Ling Tang, 2016. "Prediction-Based Multi-Objective Optimization for Oil Purchasing and Distribution with the NSGA-II Algorithm," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 15(02), pages 423-451, March.
  5. Wang Wei & Ching Wai-Ki & Wang Shouyang & Yu Lean, 2016. "Quantiles on Stream: An Application to Monte Carlo Simulation," Journal of Systems Science and Information, De Gruyter, vol. 4(4), pages 334-342, August.
  6. Chen, Bin & Hong, Yongmiao, 2016. "Detecting For Smooth Structural Changes In Garch Models," Econometric Theory, Cambridge University Press, vol. 32(3), pages 740-791, June.
  7. Yang, Jinqiu & Hong, Yongmiao & Ma, Shuangge, 2016. "Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city," China Economic Review, Elsevier, vol. 39(C), pages 1-14.
  8. Wei Yang & Ai Han & Yongmiao Hong & Shouyang Wang, 2016. "Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1917-1928, December.
  9. Liu, Chang & Sun, Xiaolei & Chen, Jianming & Li, Jianping, 2016. "Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries," Energy Policy, Elsevier, vol. 92(C), pages 234-245.
  10. Jianping Li & Minglu Li & Dengsheng Wu & Qianzhi Dai & Hao Song, 2016. "A Bayesian Networks-Based Risk Identification Approach for Software Process Risk: The Context of Chinese Trustworthy Software," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 15(06), pages 1391-1412, November.
  11. Dengsheng Wu & Yongjia Xie & Qianzhi Dai & Jianping Li, 2016. "A Systematic Overview of Operations Research/Management Science Research in Mainland China: Bibliometric Analysis of the Period 2001–2013," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 33(06), pages 1-26, December.

2015

  1. Tang, Ling & Wu, Jiaqian & Yu, Lean & Bao, Qin, 2015. "Carbon emissions trading scheme exploration in China: A multi-agent-based model," Energy Policy, Elsevier, vol. 81(C), pages 152-169.
  2. Yu, Lean & Wang, Zishu & Tang, Ling, 2015. "A decomposition–ensemble model with data-characteristic-driven reconstruction for crude oil price forecasting," Applied Energy, Elsevier, vol. 156(C), pages 251-267.
  3. He, Kaijian & Yu, Lean & Tang, Ling, 2015. "Electricity price forecasting with a BED (Bivariate EMD Denoising) methodology," Energy, Elsevier, vol. 91(C), pages 601-609.
  4. Lean Yu & Jingjing Li & Ling Tang, 2015. "Dynamic volatility spillover effect analysis between carbon market and crude oil market: a DCC-ICSS approach," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(4/5/6), pages 242-256.
  5. Yu, Lean & Li, Jingjing & Tang, Ling & Wang, Shuai, 2015. "Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach," Energy Economics, Elsevier, vol. 51(C), pages 300-311.
  6. Gang Kou & Lean Yu, 2015. "Intelligent knowledge management in operations research," Annals of Operations Research, Springer, vol. 234(1), pages 1-2, November.
  7. Lean Yu & Xinxie Li & Ling Tang & Zongyi Zhang & Gang Kou, 2015. "Social credit: a comprehensive literature review," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 1(1), pages 1-18, December.
  8. Ling Tang & Wei Dai & Lean Yu & Shouyang Wang, 2015. "A Novel CEEMD-Based EELM Ensemble Learning Paradigm for Crude Oil Price Forecasting," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 141-169.
  9. Jianping Li & Xiaoqian Zhu & Cheng-Few Lee & Dengsheng Wu & Jichuang Feng & Yong Shi, 2015. "On the aggregation of credit, market and operational risks," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 161-189, January.
  10. Dengsheng Wu & Minglu Li & Xiaoqian Zhu & Hongfang Song & Jianping Li, 2015. "Ranking the research productivity of business and management institutions in Asia–Pacific region: empirical research in leading ABS journals," Scientometrics, Springer;Akadémiai Kiadó, vol. 105(2), pages 1253-1272, November.
  11. Jianping Li & Xiaolei Sun & Fei Wang & Dengsheng Wu, 2015. "Risk integration and optimization of oil-importing maritime system: a multi-objective programming approach," Annals of Operations Research, Springer, vol. 234(1), pages 57-76, November.
  12. Yuying Yang & Chang Liu & Xiaolei Sun & Jianping Li, 2015. "Spillover effect of international crude oil market on tanker market," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(4/5/6), pages 257-277.
  13. Zhu, Xiaoqian & Xie, Yongjia & Li, Jianping & Wu, Dengsheng, 2015. "Change point detection for subprime crisis in American banking: From the perspective of risk dependence," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 18-28.

2014

  1. Pan, Wei & Yu, Lean & Wang, Shouyang & Wang, Xianjia, 2014. "A fuzzy multi-objective model for provider selection in data communication services with different QoS levels," International Journal of Production Economics, Elsevier, vol. 147(PC), pages 689-696.
  2. Tang, Ling & Yu, Lean & He, Kaijian, 2014. "A novel data-characteristic-driven modeling methodology for nuclear energy consumption forecasting," Applied Energy, Elsevier, vol. 128(C), pages 1-14.
  3. Yu, Lean & Zhao, Yang & Tang, Ling, 2014. "A compressed sensing based AI learning paradigm for crude oil price forecasting," Energy Economics, Elsevier, vol. 46(C), pages 236-245.
  4. Ling Tang & Shuai Wang & Lean Yu, 2014. "A Novel Time Series Forecasting Approach Considering Data Characteristics," International Journal of Knowledge and Systems Science (IJKSS), IGI Global, vol. 5(3), pages 46-53, July.
  5. Mingzhu Yu & Xin Tian & Lean Yu, 2014. "Pricing Scheme of Ocean Carrier for Inbound Container Storage for Assistance of Container Supply Chain Finance," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-11, June.
  6. Hui Li & Jun-Ling Yu & Le-An Yu & Jie Sun, 2014. "The clustering-based case-based reasoning for imbalanced business failure prediction: a hybrid approach through integrating unsupervised process with supervised process," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(5), pages 1225-1241, May.
  7. Lean Yu, 2014. "Credit Risk Evaluation with a Least Squares Fuzzy Support Vector Machines Classifier," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-9, June.
  8. Chen, Bin & Hong, Yongmiao, 2014. "A unified approach to validating univariate and multivariate conditional distribution models in time series," Journal of Econometrics, Elsevier, vol. 178(P1), pages 22-44.
  9. Lu, Feng-bin & Hong, Yong-miao & Wang, Shou-yang & Lai, Kin-keung & Liu, John, 2014. "Time-varying Granger causality tests for applications in global crude oil markets," Energy Economics, Elsevier, vol. 42(C), pages 289-298.
  10. Jianping Li & Xiaoqian Zhu & Jianming Chen & Lijun Gao & Jichuang Feng & Dengsheng Wu & Xiaolei Sun, 2014. "Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-8, February.
  11. Chuangxia Huang & Fenghua Wen & Jianping Li & Xiaodong Lin, 2014. "Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-2, June.
  12. Chuangxia Huang & Fenghua Wen & Jianping Li & Taishan Yi & Xiaodong Lin, 2014. "Nonlinear Dynamics in Financial Systems: Advances and Perspectives," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-2, December.
  13. Yang, Yuying & Li, Jianping & Sun, Xiaolei & Chen, Jianming, 2014. "Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports," Energy, Elsevier, vol. 68(C), pages 930-938.
  14. Sun, Xiaolei & Tang, Ling & Yang, Yuying & Wu, Dengsheng & Li, Jianping, 2014. "Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance," Economic Modelling, Elsevier, vol. 42(C), pages 287-295.
  15. Xiaoqian Zhu & Jianping Li & Jianming Chen & Yingqi YangHuo & Lijun Gao & Jichuang Feng & Dengsheng Wu & Yongjia Xie, 2014. "A Nonparametric Operational Risk Modeling Approach Based on Cornish-Fisher Expansion," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-8, March.
  16. Sun, Xiaolei & Li, Jianping & Wang, Yongfeng & Clark, Woodrow W., 2014. "China's Sovereign Wealth Fund Investments in overseas energy: The energy security perspective," Energy Policy, Elsevier, vol. 65(C), pages 654-661.

2013

  1. Chen, Rongda & Yu, Lean, 2013. "A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions," Economic Modelling, Elsevier, vol. 35(C), pages 796-804.
  2. Ling Tang & Lean Yu & Fangtao Liu & Weixuan Xu, 2013. "An Integrated Data Characteristic Testing Scheme For Complex Time Series Data Exploration," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 491-521.
  3. Peng, Ling & Hong, Yongmiao, 2013. "Productivity spillovers among linked sectors," China Economic Review, Elsevier, vol. 25(C), pages 44-61.
  4. Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao, 2013. "How smooth is price discovery? Evidence from cross-listed stock trading," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 668-699.

2012

  1. Tang, Ling & Yu, Lean & Wang, Shuai & Li, Jianping & Wang, Shouyang, 2012. "A novel hybrid ensemble learning paradigm for nuclear energy consumption forecasting," Applied Energy, Elsevier, vol. 93(C), pages 432-443.
  2. He, Kaijian & Yu, Lean & Lai, Kin Keung, 2012. "Crude oil price analysis and forecasting using wavelet decomposed ensemble model," Energy, Elsevier, vol. 46(1), pages 564-574.
  3. Lean Yu & Shouyang Wang & Fenghua Wen & Kin Lai, 2012. "Genetic algorithm-based multi-criteria project portfolio selection," Annals of Operations Research, Springer, vol. 197(1), pages 71-86, August.
  4. Wei Pan & Xianjia Wang & Yong-guang Zhong & Lean Yu & Cao Jie & Lun Ran & Han Qiao & Shouyang Wang & Xianhao Xu, 2012. "A fuzzy multi-objective model for capacity allocation and pricing policy of provider in data communication service with different QoS levels," International Journal of Systems Science, Taylor & Francis Journals, vol. 43(6), pages 1054-1063.
  5. Chen, Bin & Hong, Yongmiao, 2012. "Testing For The Markov Property In Time Series," Econometric Theory, Cambridge University Press, vol. 28(1), pages 130-178, February.
  6. Bin Chen & Yongmiao Hong, 2012. "Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression," Econometrica, Econometric Society, vol. 80(3), pages 1157-1183, May.
  7. Hong, Yongmiao & Lin, Hai & Wu, Chunchi, 2012. "Are corporate bond market returns predictable?," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2216-2232.
  8. Jianping Li & Jichuang Feng & Xiaolei Sun & Minglu Li, 2012. "Risk Integration Mechanisms And Approaches In Banking Industry," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 1183-1213.
  9. Sun, Xiaolei & Li, Jianping & Tang, Ling & Wu, Dengsheng, 2012. "Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies," Economic Modelling, Elsevier, vol. 29(6), pages 2494-2503.

2011

  1. Wang, Shuai & Yu, Lean & Tang, Ling & Wang, Shouyang, 2011. "A novel seasonal decomposition based least squares support vector regression ensemble learning approach for hydropower consumption forecasting in China," Energy, Elsevier, vol. 36(11), pages 6542-6554.
  2. Ye Pang & Wei Xu & Lean Yu & Jian Ma & Kin Keung Lai & Shouyang Wang & Shanying Xu, 2011. "Forecasting The Crude Oil Spot Price By Wavelet Neural Networks Using Oecd Petroleum Inventory Levels," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 281-297.
  3. Yejing Bao & Xun Zhang & Lean Yu & Kin Keung Lai & Shouyang Wang, 2011. "An Integrated Model Using Wavelet Decomposition And Least Squares Support Vector Machines For Monthly Crude Oil Prices Forecasting," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 299-311.
  4. Yongmiao Hong & Yoon‐Jin Lee, 2011. "Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(1), pages 1-32, January.
  5. Chen, Bin & Hong, Yongmiao, 2011. "Generalized spectral testing for multivariate continuous-time models," Journal of Econometrics, Elsevier, vol. 164(2), pages 268-293, October.
  6. Li, Hongquan & Hong, Yongmiao, 2011. "Financial volatility forecasting with range-based autoregressive volatility model," Finance Research Letters, Elsevier, vol. 8(2), pages 69-76, June.
  7. Nadine McCloud & Yongmiao Hong, 2011. "Testing The Structure Of Conditional Correlations In Multivariate Garch Models: A Generalized Cross‐Spectrum Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 991-1037, November.
  8. Cheng-Few Lee & Yong Shi & Jianping Li, 2011. "Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 751-779.

2010

  1. Chen, Bin & Hong, Yongmiao, 2010. "Characteristic Function–Based Testing For Multifactor Continuous-Time Markov Models Via Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 26(4), pages 1115-1179, August.
  2. Hong, Yongmiao & Lin, Hai & Wang, Shouyang, 2010. "Modeling the dynamics of Chinese spot interest rates," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1047-1061, May.

2009

  1. Zhang, Xun & Yu, Lean & Wang, Shouyang & Lai, Kin Keung, 2009. "Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method," Energy Economics, Elsevier, vol. 31(5), pages 768-778, September.
  2. Yu, Lean & Wang, Shouyang & Lai, Kin Keung, 2009. "An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring," European Journal of Operational Research, Elsevier, vol. 195(3), pages 942-959, June.
  3. Jianping Li & Lean Yu & Wallenius Jyrki, 2009. "Guest Editor'S Introduction: Risk Measurement And Risk Correlation Analysis," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 625-627.
  4. Lean Yu & Shouyang Wang & Jie Cao, 2009. "A Modified Least Squares Support Vector Machine Classifier With Application To Credit Risk Analysis," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 697-710.
  5. Kuan, Chung-Ming & Hong, Yongmiao, 2009. "Guest editors' introduction," Journal of Econometrics, Elsevier, vol. 150(2), pages 117-118, June.
  6. Hong, Yongmiao & Liu, Yanhui & Wang, Shouyang, 2009. "Granger causality in risk and detection of extreme risk spillover between financial markets," Journal of Econometrics, Elsevier, vol. 150(2), pages 271-287, June.
  7. Jianping Li & Xiaolei Sun & Wan He & Ling Tang & Weixuan Xu, 2009. "Modeling Dynamic Correlations And Spillover Effects Of Country Risk: Evidence From Russia And Kazakhstan," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 803-818.
  8. Jianping Li & Jichuang Feng & Jianming Chen, 2009. "A Piecewise-Defined Severity Distribution-Based Loss Distribution Approach To Estimate Operational Risk: Evidence From Chinese National Commercial Banks," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 727-747.

2008

  1. Yu, Lean & Wang, Shouyang & Lai, Kin Keung, 2008. "Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm," Energy Economics, Elsevier, vol. 30(5), pages 2623-2635, September.
  2. Liu, Xiangli & Cheng, Siwei & Wang, Shouyang & Hong, Yongmiao & Li, Yi, 2008. "An empirical study on information spillover effects between the Chinese copper futures market and spot market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(4), pages 899-914.
  3. Jiti Gao & Yongmiao Hong, 2008. "Central limit theorems for generalized -statistics with applications in nonparametric specification," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(1), pages 61-76.

2007

  1. Wei Huang & Kin Keung Lai & Yoshiteru Nakamori & Shouyang Wang & Lean Yu, 2007. "Neural Networks In Finance And Economics Forecasting," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 113-140.
  2. Hong, Yongmiao & Lee, Yoon-Jin, 2007. "An Improved Generalized Spectral Test For Conditional Mean Models In Time Series With Conditional Heteroskedasticity Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 23(1), pages 106-154, February.
  3. Hong, Yongmiao & Li, Haitao & Zhao, Feng, 2007. "Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates," Journal of Econometrics, Elsevier, vol. 141(2), pages 736-776, December.
  4. Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889.
  5. Jianping Li & Zhenyu Chen & Liwei Wei & Weixuan Xu & Gang Kou, 2007. "Feature Selection Via Least Squares Support Feature Machine," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 6(04), pages 671-686.

2006

  1. Kin Keung Lai & Shou-Yang Wang & Lean Yu, 2006. "Guest Editors' Introduction: Progress In Risk Management," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 419-420.
  2. Lean Yu & Kin Keung Lai & Shou-Yang Wang, 2006. "Currency Crisis Forecasting With General Regression Neural Networks," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 437-454.
  3. Egorov, Alexei V. & Hong, Yongmiao & Li, Haitao, 2006. "Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 255-284.
  4. Yongmiao Hong & Jun Tu & Guofu Zhou, 2006. "Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1547-1581, 2007 23.

2005

  1. Yongmiao Hong & Halbert White, 2005. "Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence," Econometrica, Econometric Society, vol. 73(3), pages 837-901, May.
  2. Yongmiao Hong & Yoon-Jin Lee, 2005. "Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(2), pages 499-541.
  3. Yongmiao Hong, 2005. "Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, vol. 18(1), pages 37-84.

2004

  1. Yongmiao Hong & Haitao Li & Feng Zhao, 2004. "Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 457-473, October.
  2. Yongmiao Hong & Chihwa Kao, 2004. "Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models," Econometrica, Econometric Society, vol. 72(5), pages 1519-1563, September.
  3. Yongmiao Hong & Tae-Hwy Lee, 2004. "ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 840-840, August.

2003

  1. Hong, Yongmiao & Lee, Tae-Hwy, 2003. "Diagnostic Checking For The Adequacy Of Nonlinear Time Series Models," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1065-1121, December.
  2. Yongmiao Hong & Tae-Hwy Lee, 2003. "Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1048-1062, November.

2001

  1. Yongmiao Hong, 2001. "Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 123-164, May.
  2. Lee, Jin & Hong, Yongmiao, 2001. "Testing For Serial Correlation Of Unknown Form Using Wavelet Methods," Econometric Theory, Cambridge University Press, vol. 17(2), pages 386-423, April.
  3. Hong, Yongmiao & Lee, Jin, 2001. "One-Sided Testing For Arch Effects Using Wavelets," Econometric Theory, Cambridge University Press, vol. 17(6), pages 1051-1081, December.
  4. Hong, Yongmiao, 2001. "A test for volatility spillover with application to exchange rates," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 183-224, July.

2000

  1. Yongmiao Hong, 2000. "Generalized spectral tests for serial dependence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(3), pages 557-574.

1999

  1. Hong, Yongmiao & Shehadeh, Ramsey D, 1999. "A New Test for ARCH Effects and Its Finite-Sample Performance," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 91-108, January.

1998

  1. Yongmiao Hong, 1998. "Testing for pairwise serial independence via the empirical distribution function," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 429-453.

1997

  1. Yongmiao Hong, 1997. "One‐sided testing for conditional heteroskedasticity in time series models," Journal of Time Series Analysis, Wiley Blackwell, vol. 18(3), pages 253-277, May.

1996

  1. Hong, Yongmiao, 1996. "Consistent Testing for Serial Correlation of Unknown Form," Econometrica, Econometric Society, vol. 64(4), pages 837-864, July.

1995

  1. Hong, Yongmiao & White, Halbert, 1995. "Consistent Specification Testing via Nonparametric Series Regression," Econometrica, Econometric Society, vol. 63(5), pages 1133-1159, September.
  2. Groves, Theodore & Yongmiao Hong & John McMillan & Barry Naughton, 1995. "China's Evolving Managerial Labor Market," Journal of Political Economy, University of Chicago Press, vol. 103(4), pages 873-892, August.

1994

  1. Theodore Groves & Yongmiao Hong & John McMillan & Barry Naughton, 1994. "Autonomy and Incentives in Chinese State Enterprises," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 109(1), pages 183-209.

Books

2008

  1. Lean Yu & Shouyang Wang & Kin Keung Lai & Ligang Zhou, 2008. "Bio-Inspired Credit Risk Analysis," Springer Books, Springer, number 978-3-540-77803-5, December.

2007

  1. Lean Yu & Shouyang Wang & Kin Keung Lai, 2007. "Foreign-Exchange-Rate Forecasting With Artificial Neural Networks," International Series in Operations Research and Management Science, Springer, number 978-0-387-71720-3, December.

Chapters

2020

  1. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee, 2020. "Option Price and Stock Market Momentum in China," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 103, pages 3619-3647, World Scientific Publishing Co. Pte. Ltd..
  2. Jianping Li & Gang Li & Dongxia Sun & Cheng Few Lee, 2020. "Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 44, pages 1675-1693, World Scientific Publishing Co. Pte. Ltd..
  3. Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu, 2020. "Support Vector Machines Based Methodology for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 20, pages 791-822, World Scientific Publishing Co. Pte. Ltd..
  4. Xiaoqian Zhu & Jianping Li & Dengsheng Wu, 2020. "Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 38, pages 1485-1518, World Scientific Publishing Co. Pte. Ltd..

2016

  1. Ai Han & Yongmiao Hong & Shouyang Wang & Xin Yun, 2016. "A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 417-460, Emerald Group Publishing Limited.

2015

  1. J. Li, 2015. "What Is the Impact of Capital Controls?," Palgrave Macmillan Books, in: Economic Management in a Volatile Environment, chapter 3, pages 49-72, Palgrave Macmillan.

2009

  1. Zongwu Cai & Yongmiao Hong, 2009. "Some recent developments in nonparametric finance," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 379-432, Emerald Group Publishing Limited.

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