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Yong Li Sr.

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First Name:Yong
Middle Name:
Last Name:Li
Suffix:Sr.
RePEc Short-ID:pli624
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  1. Chong, Terence Tai Leung & Ding, Yue & Li, Yong, 2015. "Executive Stock Option Pricing in China under Stochastic Volatility," MPRA Paper 63397, University Library of Munich, Germany.
  2. Chang, C-L. & Li, Y. & McAleer, M.J., 2015. "Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Econometric Institute Research Papers EI2015-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Yong Li & Xiao-Bin Liu & Jun Yu, 2014. "A Bayesian Chi-Squared Test for Hypothesis Testing," Working Papers 03-2014, Singapore Management University, School of Economics.
  4. Tao Zeng & Yong Li & Jun Yu, 2014. "Deviance Information Criterion for Comparing VAR Models," Working Papers 01-2014, Singapore Management University, School of Economics.
  5. Yong Li & Tao Zeng & Jun Yu, 2012. "Robust Deviance Information Criterion for Latent Variable Models," Working Papers 30-2012, Singapore Management University, School of Economics.
  6. Yong Li & Jun Yu, 2011. "Bayesian Hypothesis Testing in Latent Variable Models," Working Papers 11-2011, Singapore Management University, School of Economics.
  7. Yong Li & Jun Yu, 2010. "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers 21-2010, Singapore Management University, School of Economics, revised Oct 2010.

    repec:skb:wpaper:cofie-04-2012 is not listed on IDEAS
  1. Wu, Jianshe & Zhang, Long & Li, Yong & Jiao, Yang, 2016. "Partition signed social networks via clustering dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 568-582.
  2. Cao, Yijia & Wang, Xifan & Li, Yong & Tan, Yi & Xing, Jianbo & Fan, Ruixiang, 2016. "A comprehensive study on low-carbon impact of distributed generations on regional power grids: A case of Jiangxi provincial power grid in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 53(C), pages 766-778.
  3. Xing, Jiamin & Li, Yong, 2016. "Nonlinear Lyapunov criteria for stochastic explosive solutions," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 63-67.
  4. Li, Yong & Yang, Jie & Song, Jian, 2016. "Nano-energy system coupling model and failure characterization of lithium ion battery electrode in electric energy vehicles," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1250-1261.
  5. Li, Yong & Liu, Xiao-Bin & Yu, Jun, 2015. "A Bayesian chi-squared test for hypothesis testing," Journal of Econometrics, Elsevier, vol. 189(1), pages 54-69.
  6. Terence Tai Leung Chong & Yue Ding & Yong Li, 2015. "Executive Stock Option Pricing in China Under Stochastic Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(10), pages 953-960, October.
  7. Li, Yong & Yang, Jie & Song, Jian, 2015. "Electromagnetic effects model and design of energy systems for lithium batteries with gradient structure in sustainable energy electric vehicles," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 842-851.
  8. Ye, Qing & Yang, Xiaoguang & Dai, Shuwei & Chen, Guangsheng & Li, Yong & Zhang, Caixia, 2015. "Effects of climate change on suitable rice cropping areas, cropping systems and crop water requirements in southern China," Agricultural Water Management, Elsevier, vol. 159(C), pages 35-44.
  9. Li, Yong & Yang, Jie & Song, Jian, 2015. "Microscale characterization of coupled degradation mechanism of graded materials in lithium batteries of electric vehicles," Renewable and Sustainable Energy Reviews, Elsevier, vol. 50(C), pages 1445-1461.
  10. Li, Gang & Li, Yong, 2015. "Forecasting copper futures volatility under model uncertainty," Resources Policy, Elsevier, vol. 46(P2), pages 167-176.
  11. Li, Yong & Zeng, Tao & Yu, Jun, 2014. "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, vol. 178(P3), pages 602-612.
  12. Li Yong & Jie Zhang, 2014. "Bayesian testing for jumps in stochastic volatility models with correlated jumps," Quantitative Finance, Taylor & Francis Journals, vol. 14(10), pages 1693-1700, October.
  13. Pan, Qi & Li, Yong, 2013. "Testing volatility persistence on Markov switching stochastic volatility models," Economic Modelling, Elsevier, vol. 35(C), pages 45-50.
  14. Xiao-Bin Liu & Yong Li, 2013. "Bayesian testing volatility persistence in stochastic volatility models with jumps," Quantitative Finance, Taylor & Francis Journals, vol. 14(8), pages 1415-1426, December.
  15. Li, Yong & Huang, Wei-Ping & Zhang, Jie, 2013. "Forecasting volatility in the Chinese stock market under model uncertainty," Economic Modelling, Elsevier, vol. 35(C), pages 231-234.
  16. Jin-Yu Zhang & Yong Li & Zhu-Ming Chen, 2013. "Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 89-100, January.
  17. Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie, 2012. "Testing for a unit root in the presence of stochastic volatility and leverage effect," Economic Modelling, Elsevier, vol. 29(5), pages 2035-2038.
  18. Jin-Guan Lin & Ji Chen & Yong Li, 2012. "Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 203-217, October.
  19. Li, Yong & Yu, Jun, 2012. "Bayesian hypothesis testing in latent variable models," Journal of Econometrics, Elsevier, vol. 166(2), pages 237-246.
  20. Jin-Guan Lin & Li-Xing Zhu & Chun-Zheng Cao & Yong Li, 2011. "Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1509-1531, August.
  21. Yong Li & Zhongxin Ni & Jie Zhang, 2011. "An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 237-248, March.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2010-11-27 2011-09-05 2012-08-23 2014-08-02. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2010-11-27 2012-04-17 2014-08-02. Author is listed
  3. NEP-ORE: Operations Research (2) 2010-11-27 2012-04-17. Author is listed
  4. NEP-AGR: Agricultural Economics (1) 2015-09-05
  5. NEP-CNA: China (1) 2015-04-11
  6. NEP-ENE: Energy Economics (1) 2015-09-05
  7. NEP-SEA: South East Asia (1) 2014-08-02
  8. NEP-TRA: Transition Economics (1) 2015-04-11

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