Concepedia

Qiao Yang

QY

Statistics

Publications

5

Citations

119

H-Index

5

Active since

2016

Affiliations

ShanghaiTech University(Current)

McMaster University

Shanghai University of Finance and Economics

Qiao Yang is an author at ShanghaiTech University specializing in bayesian inference, social sciences, and financial economics.

Publications per year

2016–2021

5

Publications

5

Oil price shocks and economic growth: The volatility link

John M. Maheu, Yong Song, Qiao Yang · International Journal of Forecasting · 2019 · 49 citations

Social Sciences, Economics, Energy Economics +15

An infinite hidden Markov model for short-term interest rates

John M. Maheu, Qiao Yang · Journal of Empirical Finance · 2016 · 25 citations

Engineering, Economics, Finance +11

Bayesian parametric and semiparametric factor models for large realized covariance matrices

Xin Jin, John M. Maheu, Qiao Yang · Journal of Applied Econometrics · 2019 · 19 citations

Social Sciences, High-performance Computing, Bayesian Data Analysis +16

Stock returns and real growth: A Bayesian nonparametric approach

Qiao Yang · Journal of Empirical Finance · 2019 · 14 citations

Social Sciences, Economics, Finance +16

Infinite Markov pooling of predictive distributions

Xin Jin, John M. Maheu, Qiao Yang · Journal of Econometrics · 2021 · 12 citations

Engineering, Mathematics, Machine Learning +9

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