Concepedia
Statistics
Publications
3
Citations
154
H-Index
Active since
2009
Affiliations
Xi'an Jiaotong University(Current)
Institute of Economics, Academia Sinica
Yijie Cai is an author at Xi'an Jiaotong University specializing in asset pricing, volatility modeling, and business.
Top concepts
BusinessAsset PricingVolatility ModelingFinanceEconomicsStatisticsEngineeringGlobal FinanceFinancial EconomicsMultivariate Analysis
Publications per year
2009–2019
Explaining international stock correlations with CPI fluctuations and market volatility
Yijie Cai, Ray Yeutien Chou, Dan Li · Journal of Banking & Finance · 2009 · 119 citations
Volatility Modeling, Economics, Financial Economics +7
The effect of marital status on the survival of patients with colorectal neuroendocrine neoplasms: an analysis of the SEER database
Keshuai Xiao, Yijie Cai, Ping Chen et al. · Revista Española de Enfermedades Digestivas · 2019 · 20 citations
Range-based multivariate volatility model with double smooth transition in conditional correlation
Ray Yeutien Chou, Yijie Cai · Global Finance Journal · 2009 · 15 citations
Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6
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