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Cindy Yu
Cindy Yu
Professor of Statistics, Iowa State University
Verified email at iastate.edu
Title
Cited by
Cited by
Year
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
6322011
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
2112011
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
1962008
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
682011
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
X Du, CL Yu, DJ Hayes
442009
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
432017
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
422012
Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior
L Follett, C Yu
Econometrics and Statistics 11, 130-144, 2019
302019
Geography of crop yield skewness
X Du, CL Yu, DA Hennessy, R Miao
Agricultural economics 46 (4), 463-473, 2015
262015
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
242009
No-arbitrage Taylor rules with switching regimes
H Li, T Li, C Yu
Management Science 59 (10), 2278-2294, 2013
212013
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Unpublished working paper.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
21*2013
A comparison of sample set restriction procedures
JC Legg, CL Yu
Survey Methodology 36 (1), 69-79, 2010
172010
Replication variance estimation under two-phase sampling
JK Kim, C Yu
162011
Temperature biases in public opinion surveys
M Potoski, R Urbatsch, C Yu
Weather, Climate, and Society 7 (2), 192-196, 2015
132015
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
122019
Parameter estimation and model testing for Markov processes via conditional characteristic functions
SX Chen, L Peng, CL Yu
92013
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
82018
Parameter estimation through semiparametric quantile regression imputation
S Chen, CL Yu
82016
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
72022
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