20112020

Research output per year

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Personal profile

Biography

Personal website yanlinshi.weebly.com.

My most recent CV.

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Research Outputs

  • 28 Article
  • 5 Conference proceeding contribution
  • 4 Chapter

The Sources and diversity of immigrant population change in Australia, 1981–2011

Raymer, J., Shi, Y., Guan, Q., Baffour, B. & Wilson, T., 1 Oct 2018, In : Demography. 55, 5, p. 1777-1802 26 p.

Research output: Contribution to journalArticle

Open Access
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  • 2 Citations (Scopus)
    21 Downloads (Pure)

    Long memory and regime switching: a simulation study on the Markov regime-switching ARFIMA model

    Shi, Y. & Ho, K-Y., Dec 2015, In : Journal of Banking and Finance. 61, Supp 2, p. S189-S204 16 p.

    Research output: Contribution to journalArticle

  • 13 Citations (Scopus)

    Discussions on the spurious hyperbolic memory in the conditional variance and a new model

    Ho, K-Y. & Shi, Y., 1 Jan 2020, In : Journal of Empirical Finance. 55, p. 83-103 21 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Public news arrival and the idiosyncratic volatility puzzle

    Shi, Y., Liu, W. M. & Ho, K. Y., Jun 2016, In : Journal of Empirical Finance. 37, p. 159-172 14 p.

    Research output: Contribution to journalArticle

  • 12 Citations (Scopus)

    Forecasting mortality with a hyperbolic spatial temporal VAR model

    Feng, L., Shi, Y. & Chang, L., 6 Jun 2020, In : International Journal of Forecasting.

    Research output: Contribution to journalArticle