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Yubo Tao
(Yubo Tao)

Personal Details

First Name:Yubo
Middle Name:
Last Name:Tao
Suffix:
RePEc Short-ID:pta698
https://sites.google.com/site/ybtao1990/

Affiliation

School of Economics
Singapore Management University

Singapore, Singapore
http://www.economics.smu.edu.sg/

: 65-6828 0832
65-6828 0833
90 Stamford Road, Singapore 178903
RePEc:edi:sesmusg (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Li Guo & Lin Peng & Yubo Tao & Jun Tu, 2017. "News Co-Occurrence, Attention Spillover and Return Predictability," Papers 1703.02715, arXiv.org, revised Dec 2018.
  2. Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Economics and Statistics Working Papers 18-2017, Singapore Management University, School of Economics.
  3. Tao, Yubo & Yu, Jun, 2016. "Model Selection for Explosive Models," Economics and Statistics Working Papers 6-2016, Singapore Management University, School of Economics.

Articles

  1. Tao, Yubo, 2019. "Limit theory for moderate deviation from Integrated GARCH processes," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 126-136.
  2. Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019. "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, vol. 209(2), pages 208-237.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Li Guo & Lin Peng & Yubo Tao & Jun Tu, 2017. "News Co-Occurrence, Attention Spillover and Return Predictability," Papers 1703.02715, arXiv.org, revised Dec 2018.

    Cited by:

    1. Xin-Lan Fu & Xing-Lu Gao & Zheng Shan & Zhi-Qiang Jiang & Wei-Xing Zhou, 2018. "Multifractal characteristics and return predictability in the Chinese stock markets," Papers 1806.07604, arXiv.org.

  2. Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Economics and Statistics Working Papers 18-2017, Singapore Management University, School of Economics.

    Cited by:

    1. Offer Lieberman & Peter C.B. Phillips, 2018. "Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices," Cowles Foundation Discussion Papers 2151, Cowles Foundation for Research in Economics, Yale University.
    2. Offer Lieberman & Peter C.B. Phillips, 2017. "Hybrid Stochastic Local Unit Roots," Cowles Foundation Discussion Papers 2113, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019. "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, vol. 209(2), pages 208-237.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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-SEA: South East Asia (3) 2017-10-08 2017-12-11 2018-04-23. Author is listed
  2. NEP-ECM: Econometrics (2) 2017-10-08 2017-12-11. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2017-10-08 2018-04-23. Author is listed

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