Ying-Hui Shao

Statistics

Publications

Citations

398

H-Index

Active since

2012

Affiliations

Shanghai University of International Business and Economics(Current)

East China University of Science and Technology

Columbia University

ETH Zurich

Shanghai University

Ying-Hui Shao is an author at Shanghai University of International Business and Economics specializing in time series analysis, finance, and economics.

ORCID

Publications per year

2012–2022

Publications

Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series

Ying-Hui Shao, Gao-Feng Gu, Zhi‐Qiang Jiang et al. · Scientific Reports · 2012 · 179 citations · Full text

Computing, Data Science, Econometrics +13

Do the global grain spot markets exhibit multifractal nature?

Xing-Lu Gao, Ying-Hui Shao, Yan-Hong Yang et al. · Chaos Solitons & Fractals · 2022 · 49 citations

Social Sciences, Economics, Commodity Markets +7

Time-varying lead–lag structure between the crude oil spot and futures markets

Ying-Hui Shao, Yanhong Yang, Hao-Lin Shao et al. · Physica A Statistical Mechanics and its Applications · 2019 · 44 citations

Agriculture, Finance, Commodity Markets +15

Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes

Yanhong Yang, Ying-Hui Shao, Hao-Lin Shao et al. · Physica A Statistical Mechanics and its Applications · 2019 · 33 citations

Business, Economics, Finance +11

MULTIFRACTAL BEHAVIOR OF CRYPTOCURRENCIES BEFORE AND DURING COVID-19

Ying-Hui Shao, Han Xu, YING-LIN LIU et al. · Fractals · 2021 · 24 citations

Business, Economics, Finance +15

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