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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  
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  
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