Cindy Yu
Cindy Yu
Professor of Statistics, Iowa State University
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Cited by
Cited by
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
X Du, LY Cindy, DJ Hayes
Energy Economics 33 (3), 497-503, 2011
A semiparametric estimation of mean functionals with nonignorable missing data
JK Kim, CL Yu
Journal of the American Statistical Association 106 (493), 157-165, 2011
A Bayesian analysis of return dynamics with Lévy jumps
H Li, MT Wells, CL Yu
The Review of Financial Studies 21 (5), 2345-2378, 2008
MCMC estimation of Lévy jump models using stock and option prices
CL Yu, H Li, MT Wells
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
X Du, CL Yu, DJ Hayes
Jumps in equity index returns before and during the recent financial crisis: A Bayesian analysis
S Kou, C Yu, H Zhong
Management Science 63 (4), 988-1010, 2017
Testing Day's conjecture that more nitrogen decreases crop yield skewness
X Du, DA Hennessy, CL Yu
American Journal of Agricultural Economics 94 (1), 225-237, 2012
Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior
L Follett, C Yu
Econometrics and Statistics 11, 130-144, 2019
Geography of crop yield skewness
X Du, CL Yu, DA Hennessy, R Miao
Agricultural economics 46 (4), 463-473, 2015
Empirical likelihood methods based on characteristic functions with applications to Lévy processes
NH Chan, SX Chen, L Peng, CL Yu
Journal of the American Statistical Association 104 (488), 1621-1630, 2009
No-arbitrage Taylor rules with switching regimes
H Li, T Li, C Yu
Management Science 59 (10), 2278-2294, 2013
Macroeconomic risks and asset pricing: Evidence from a dynamic stochastic general equilibrium model
H Li, H Li, C Yu
Unpublished working paper. Cheung Kong Graduate School of Business and Iowa …, 2013
A comparison of sample set restriction procedures
JC Legg, CL Yu
Survey Methodology 36 (1), 69-79, 2010
Replication variance estimation under two-phase sampling
JK Kim, C Yu
Temperature biases in public opinion surveys
M Potoski, R Urbatsch, C Yu
Weather, Climate, and Society 7 (2), 192-196, 2015
Are Actuarial Crop Insurance Rates Fair?: An Analysis Using a Penalized Bivariate B-Spline Method
MJ Price, CL Yu, DA Hennessy, X Du
Journal of the Royal Statistical Society Series C: Applied Statistics 68 (5 …, 2019
Parameter estimation and model testing for Markov processes via conditional characteristic functions
SX Chen, L Peng, CL Yu
Nowcasting China’s GDP using a Bayesian approach
Y Zhang, LY Cindy, H Li, Y Hong
Journal of Management Science and Engineering 3 (4), 232-258, 2018
Parameter estimation through semiparametric quantile regression imputation
S Chen, CL Yu
A computationally efficient method for selecting a split questionnaire design
M Stuart, C Yu
Communications in Statistics-Simulation and Computation 51 (5), 2464-2486, 2022
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