Skip to contents Shi, Yanlin [Author] A closed-form solution for the stochastic volatility model with applications on international stock markets Articles View online Schließen > Access ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Operational Research Society: Journal of the Operational Research Society ; 74(2023), 4, Seite 1183-1197 Shi, Yanlin [Author] A new unique impulse response function in linear vector autoregressive models Articles View online Schließen > Access ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: International review of finance ; 23(2023), 2 vom: Juni, Seite 460-468 Shi, Yanlin [Author] Can We Distinguish Regime Switching from Long Memory? A Simulation Evidence Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Gao, Guangyuan [Author] ; Meng, Shengwang [Other]; Shi, Yanlin [Other] Stochastic Payments per Claim Incurred Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Tang, Chen [Author]; Shi, Yanlin [Author] Forecasting high-dimensional financial functional time series : an application to constituent stocks in Dow Jones index Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Journal of risk and financial management ; 14(2021), 8 vom: Aug., Artikel-ID 343, Seite 1-13 Tang, Chen [Author]; Shi, Yanlin [Author] Forecasting high-dimensional financial functional time series: An application to constituent stocks in Dow Jones index Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Li, Hong [Author]; Shi, Yanlin [Author] Mortality forecasting with an age-coherent sparse VAR model Articles View online Schließen > Access ... to article (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Risks ; 9(2021), 2/35 vom: Feb., Seite 1-19 Li, Hong [Author]; Shi, Yanlin [Author] Mortality forecasting with an age-coherent sparse VAR model Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Jiang, Xiandeng [Author]; Shi, Yanlin [Author] Does US Partisan Conflict Affect US China Bilateral Trade? Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2018 Shi, Yanlin [Author]; Yang, Yang [Author] Modeling high frequency data with long memory and structural change: A-HYEGARCH model Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018 Feng, Lingbing [Author]; Shi, Yanlin [Author] A simulation study on the distributions of disturbances in the GARCH model Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Abingdon: Taylor & Francis, 2017 Shi, Yanlin [Author]; Tang, Sixian [Author]; Li, Jackie [Author] A two-population extension of the exponential smoothing state space model with a smoothing penalisation scheme Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: Risks ; 8(2020), 3/67 vom: Sept., Seite 1-18 Kularatne, Thilini Dulanjali [Author]; Li, Jackie [Author]; Shi, Yanlin [Author] Forecasting mortality rates with a two-step LASSO based vector autoregressive model Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Risks ; 10(2022), 11 vom: Nov., Artikel-ID 219, Seite 1-23 Shi, Yanlin [Author]; Tang, Sixian [Author]; Li, Jackie [Author] A two-population extension of the exponential smoothing state space model with a smoothing penalisation scheme Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020 Shi, Jianjie [Author]; Shi, Yanlin [Author]; Wang, Pengjie [Author]; Zhu, Dan [Author] Multi-population mortality modelling : a Bayesian hierarchical approach Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: International Actuarial Association. Actuarial Studies in Non-Life Insurance: ASTIN bulletin ; 54(2024), 1 vom: Jan., Seite 46-74 Zhu, Dan [Author]; Shi, Jianjie [Author]; Shi, Yanlin [Author]; WANG, PENGJIE [Author] Multi-Population Mortality Modelling : A Bayesian Approach Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Shi, Yanlin Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2024 Published in: North American Actuarial Journal, 28 (2024) 1, Seite 218-235 Shi, Yanlin A closed-form solution for the stochastic volatility model with applications on international stock markets Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2023 Published in: Journal of the Operational Research Society, 74 (2023) 4, Seite 1183-1197 Shi, Yanlin Long memory and regime switching in the stochastic volatility modelling Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2023 Published in: Annals of Operations Research, 320 (2023) 2, Seite 999-1020 Shi, Yanlin A new unique impulse response function in linear vector autoregressive models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2023 Published in: International Review of Finance, 23 (2023) 2, Seite 460-468
Shi, Yanlin [Author] A closed-form solution for the stochastic volatility model with applications on international stock markets Articles View online Schließen > Access ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Operational Research Society: Journal of the Operational Research Society ; 74(2023), 4, Seite 1183-1197
Shi, Yanlin [Author] A new unique impulse response function in linear vector autoregressive models Articles View online Schließen > Access ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: International review of finance ; 23(2023), 2 vom: Juni, Seite 460-468
Shi, Yanlin [Author] Can We Distinguish Regime Switching from Long Memory? A Simulation Evidence Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Gao, Guangyuan [Author] ; Meng, Shengwang [Other]; Shi, Yanlin [Other] Stochastic Payments per Claim Incurred Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Tang, Chen [Author]; Shi, Yanlin [Author] Forecasting high-dimensional financial functional time series : an application to constituent stocks in Dow Jones index Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Journal of risk and financial management ; 14(2021), 8 vom: Aug., Artikel-ID 343, Seite 1-13
Tang, Chen [Author]; Shi, Yanlin [Author] Forecasting high-dimensional financial functional time series: An application to constituent stocks in Dow Jones index Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Li, Hong [Author]; Shi, Yanlin [Author] Mortality forecasting with an age-coherent sparse VAR model Articles View online Schließen > Access ... to article (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Risks ; 9(2021), 2/35 vom: Feb., Seite 1-19
Li, Hong [Author]; Shi, Yanlin [Author] Mortality forecasting with an age-coherent sparse VAR model Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Jiang, Xiandeng [Author]; Shi, Yanlin [Author] Does US Partisan Conflict Affect US China Bilateral Trade? Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2018
Shi, Yanlin [Author]; Yang, Yang [Author] Modeling high frequency data with long memory and structural change: A-HYEGARCH model Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018
Feng, Lingbing [Author]; Shi, Yanlin [Author] A simulation study on the distributions of disturbances in the GARCH model Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Abingdon: Taylor & Francis, 2017
Shi, Yanlin [Author]; Tang, Sixian [Author]; Li, Jackie [Author] A two-population extension of the exponential smoothing state space model with a smoothing penalisation scheme Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: Risks ; 8(2020), 3/67 vom: Sept., Seite 1-18
Kularatne, Thilini Dulanjali [Author]; Li, Jackie [Author]; Shi, Yanlin [Author] Forecasting mortality rates with a two-step LASSO based vector autoregressive model Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Risks ; 10(2022), 11 vom: Nov., Artikel-ID 219, Seite 1-23
Shi, Yanlin [Author]; Tang, Sixian [Author]; Li, Jackie [Author] A two-population extension of the exponential smoothing state space model with a smoothing penalisation scheme Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020
Shi, Jianjie [Author]; Shi, Yanlin [Author]; Wang, Pengjie [Author]; Zhu, Dan [Author] Multi-population mortality modelling : a Bayesian hierarchical approach Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: International Actuarial Association. Actuarial Studies in Non-Life Insurance: ASTIN bulletin ; 54(2024), 1 vom: Jan., Seite 46-74
> Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible)
Zhu, Dan [Author]; Shi, Jianjie [Author]; Shi, Yanlin [Author]; WANG, PENGJIE [Author] Multi-Population Mortality Modelling : A Bayesian Approach Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Shi, Yanlin Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2024 Published in: North American Actuarial Journal, 28 (2024) 1, Seite 218-235
Shi, Yanlin A closed-form solution for the stochastic volatility model with applications on international stock markets Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2023 Published in: Journal of the Operational Research Society, 74 (2023) 4, Seite 1183-1197
Shi, Yanlin Long memory and regime switching in the stochastic volatility modelling Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2023 Published in: Annals of Operations Research, 320 (2023) 2, Seite 999-1020
Shi, Yanlin A new unique impulse response function in linear vector autoregressive models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2023 Published in: International Review of Finance, 23 (2023) 2, Seite 460-468
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