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Financialization and Commodity Markets Serial Dependence Journal article
Da, Zhi, Tang, Ke, Tao, Yubo, Yang, Liyan. Financialization and Commodity Markets Serial Dependence[J]. Management Science, 2024, 70(4), 2122-2143.
Authors:  Da, Zhi;  Tang, Ke;  Tao, Yubo;  Yang, Liyan
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:4.6/6.1 | Submit date：2022/08/24
Financialization  Return Autocorrelations  News Sentiment  Etf Arbitrage  Return Autocorrelations  Index Trading  
A Time-Varying Network for Cryptocurrencies Journal article
Guo, Li, Wolfgang K. Härdle, Tao, Yubo. A Time-Varying Network for Cryptocurrencies[J]. Journal of Business and Economic Statistics, 2024, 42(2), 437-456.
Authors:  Guo, Li;  Wolfgang K. Härdle;  Tao, Yubo
Favorite | TC[WOS]:6 TC[Scopus]:2  IF:2.9/4.8 | Submit date：2022/11/12
Co-clustering  Community Detection  Covariates  Dynamic Stochastic Blockmodel  Network Risk  Momentum  
Trend-based forecast of cryptocurrency returns Journal article
Tan,Xilong, Tao,Yubo. Trend-based forecast of cryptocurrency returns[J]. Economic Modelling, 2023, 124, 106323.
Authors:  Tan,Xilong;  Tao,Yubo
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:4.2/4.2 | Submit date：2023/08/03
Covid-19  Cryptocurrency  Investment Horizon  Machine Learning  Return Predictability  Technical Analysis  
Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations Journal article
Liang Jiang, Peter C.B. Phillips, Yubo Tao, Yichong Zhang. Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations[J]. Journal of Econometrics, 2022, 234(2), 758-776.
Authors:  Liang Jiang;  Peter C.B. Phillips;  Yubo Tao;  Yichong Zhang
Favorite | TC[WOS]:2 TC[Scopus]:6  IF:9.9/6.7 | Submit date：2022/09/15
Covariate-adaptive Randomization  High-dimensional Data  Regression Adjustment  Quantile Treatment Effects  
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations Journal article
Liang Jiang, Peter C.B. Phillips, Yubo Tao, Yichong Zhang. Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations[J]. Journal of Econometrics, 2022, 234(2), 758-776.
Authors:  Liang Jiang;  Peter C.B. Phillips;  Yubo Tao;  Yichong Zhang
Favorite | TC[WOS]:2 TC[Scopus]:6  IF:9.9/6.7 | Submit date：2023/07/26
Covariate-adaptive Randomization  High-dimensional Data  Quantile Treatment Effects  Regression Adjustment  
Machine Learning-Based Modeling of Trading Volume and Volatility Project
项目类型: SRG, 项目编号: SRG2022-00016-FSS, 2022-2025
Authors:  Tao, Yubo
Favorite |  | Submit date：2022/08/24