Yongchang Hui

A new test of multivariate nonlinear causality

Zhidong Bai, Yongchang Hui, Dandan Jiang et al. · PLoS ONE · 2018 · 90 citations · Full text

Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test

Zhidong Bai, Yongchang Hui, Wing‐Keung Wong et al. · Journal of Financial Econometrics · 2012 · 48 citations

Empirical Finance, Behavioral Decision Making, Asset Allocation +17

Maslow Portfolio Selection for Individuals with Low Financial Sustainability

Zongxin Li, Xinge Li, Yongchang Hui et al. · Sustainability · 2018 · 35 citations · Full text

Economics, Portfolio Optimization, Asset Pricing +14

A new nonlinearity test to circumvent the limitation of Volterra expansion with application

Yongchang Hui, Wing‐Keung Wong, Zhidong Bai et al. · Journal of the Korean Statistical Society · 2016 · 28 citations

Volterra Expansion, New Nonlinearity Test

Spurious Relationships for Nearly Non-Stationary Series

Yushan Cheng, Yongchang Hui, Michael McAleer et al. · Journal of risk and financial management · 2021 · 25 citations · Full text

Economics, Nonstationary Time Series, Finance +11