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Lining Yu
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Cited by
Year
Tenet: Tail-event driven network risk
WK Härdle, W Wang, L Yu
Journal of Econometrics 192 (2), 499-513, 2016
4392016
An AI approach to measuring financial risk
L Yu, WK Härdle, L Borke, T Benschop
The Singapore Economic Review 68 (05), 1529-1549, 2023
252023
FRM: a Financial Risk Meter based on penalizing tail events occurrence
L Yu, WK Härdle, L Borke, T Benschop
SFB 649 discussion paper, 2017
102017
Quantile lasso regression for single index model
L Yu
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014
12014
Tail Event Driven Factor Augmented Dynamic Model
W Wang, L Yu, B Wang
IRTG 1792 Discussion Paper, 2020
2020
Quantile Regression with high dimensional Single-Index Models
WK Härdle, W Wang, L Zhu, Y Fan, L Yu
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