Yanyun Yao
Biographic Data
| ID | 7543609 |
|---|---|
| NAME | Yanyun Yao |
| GIVEN NAMES | Yanyun |
| FAMILY NAME | Yao |
| SIGNATURE | YAO Y |
| AFFILIATIONS | Ningbo Dahongying University |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Daily return distribution forecast incorporating intraday high frequency information in China’s stock market
The stock market forecast is an important and challenging issue. Its distribution forecast of returns can provide information that is more complete, compared to point forecast and interval forecast. As intraday high-frequency information is available, we incorporate intraday returns into the predictive modelling of daily return distribution in two ways: realized volatility and scale calibration. Three parametric models, EGARCH, EGARCH-X, and real…
Are technical indicators helpful to investors in china’s stock market? A study based on some distribution forecast models and their combinations
Can investors use technical analysis to generate positive risk-adjusted returns by observing historical transaction data? The study investigates whether technical indicators (TIs) are beneficial to the returns and risk management of China’s stock market investors. It is conducted from the perspective of a distribution forecast rather than a traditional point forecast. The study investigates the TIs’ predictability on the distribution of returns. …
No prominent works on this page.
Are technical indicators helpful to investors in china’s stock market? A study based on some distribution forecast models and their combinations
Can investors use technical analysis to generate positive risk-adjusted returns by observing historical transaction data? The study investigates whether technical indicators (TIs) are beneficial to the returns and risk management of China’s stock market investors. It is conducted from the perspective of a distribution forecast rather than a traditional point forecast. The study investigates the TIs’ predictability on the distribution of returns. …
Daily return distribution forecast incorporating intraday high frequency information in China’s stock market
The stock market forecast is an important and challenging issue. Its distribution forecast of returns can provide information that is more complete, compared to point forecast and interval forecast. As intraday high-frequency information is available, we incorporate intraday returns into the predictive modelling of daily return distribution in two ways: realized volatility and scale calibration. Three parametric models, EGARCH, EGARCH-X, and real…
Complex Systems and Time Series Analysis (2 works) · Econometrics (2 works) · Economics (2 works) · Financial economics (2 works) · Market Dynamics and Volatility (2 works) · Stock market (2 works) · Business (1 work) · China (1 work) · Computer Science (1 work) · Environmental Science (1 work)