Concepedia

Yi Lu

YL

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Publications

2

Citations

213

H-Index

2

Active since

2005

Affiliations

Donghua University(Current)

Yi Lu is an author at Donghua University specializing in asset pricing, multivariate stochastic volatility, and volatility modeling.

Top concepts

FinanceBusinessStatisticsEngineeringForecastingAsset PricingVolatility ModelingPredictive AnalyticsTime Series EconometricsMultivariate Stochastic Volatility

Publications per year

2005–2023

2

Publications

2

Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment

Rohit Deo, Clifford M. Hurvich, Yi Lu · Journal of Econometrics · 2005 · 196 citations

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +11

Divergent 1,2-carboallylation of terminal alkynes enabled by metallaphotoredox catalysis with switchable triplet energy transfer

Jian Qin, Zhuzhu Zhang, Yi Lu et al. · Chemical Science · 2023 · 17 citations · Full text

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