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  1. van der Heijden, Thijs [Author] ; Zeng, Qi [Other]; Zhu, Yichao [Other]

    A Multi-Factor Model of Idiosyncratic Volatility

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    [S.l.]: SSRN, [2020]

    Published in: 31st Australasian Finance and Banking Conference 2018

  2. Goncalves-Pinto, Luis [Author] ; Grundy, Bruce D. [Other]; Hameed, Allaudeen [Other]; van der Heijden, Thijs [Other]; Zhu, Yichao [Other]

    Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market

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    [S.l.]: SSRN, [2019]

  3. Zhu, Zhengyuan; Wu, Yichao

    Estimation and Prediction of a Class of Convolution-Based Spatial Nonstationary Models for Large Spatial Data

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    JCGS Management Committee of the American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America, 2010

    Published in: Journal of Computational and Graphical Statistics, 19 (2010) 1, Seite 74-95