颜 佑铭
专任
姓名 颜 佑铭
电子邮件 yyu_min@nccu.edu.tw
联络电话 81030
研究专长 财务经济、计量经济
授课领域 财务经济、计量经济
职称 副教授
年度 论文名称
2020 Yu-Min Yen*;Tso-Jung Yen, 2020.09, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' International Journal of Forecasting,.(SSCI)(*为通讯作者)(本论着未刊登但已被接受), 428196
2020 Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2020.04, 'Macroeconomic Forecasting Using Approximate Factor Models with Outliers, ' International Journal of Forecasting, Vol.36, No.2, pp.267-291.(SSCI)(*为通讯作者), 422379
2019 Yu-Min Yen*, 2019.07, 'Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market, ' International Review of Economics and Finance, Vol.62, pp.240-266.(SSCI)(*为通讯作者), 422156
2017 Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2017.09, 'Risk Evaluations with Robust Approximate Factor Models, ' Journal of Banking and Finance, Vol.82, pp.244-264.(SSCI)(*为通讯作者), 410365
2017 Tso-Jung Yen*;Zong-Rong Lee;Yi-Hau Chen;Yu-Min Yen;Jing-Shiang Hwang, 2017.02, 'Estimating Links of a Network from Time to Event Data, ' Annals of Applied Statistics, Vol.11, No.3, pp.1429-1451.(SCI)(*为通讯作者), 413455
2016 Oliver Linton;Yoon-Jae Whang;Yu-Min Yen*, 2016.09, 'A Nonparametric Test of a Strong Leverage Hypothesis, ' Journal of Econometrics, Vol.194, No.1, pp.153-186.(SSCI)(*为通讯作者), 409611
2016 Yu-MinYen*, 2016.05, 'Sparse Weighted-Norm Minimum Variance Portfolios, ' Review of Finance, Vol.20, No.3, pp.1259-1287.(SSCI)(*为通讯作者), 407794
2016 Tso-Jung Yen*;Yu-Min Yen, 2016.04, 'Structured Variable Selection via Prior-Induced Hierarchical Penalty Functions, ' Computational Statistics and Data Analysis, Vol.96, pp.87-103.(SCI)(*为通讯作者), 408547
2014 Yu-Min Yen*;Tso-Jung Yen, 2014.08, 'Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms, ' Computational Statistics and Data Analysis, Vol.76, pp.737-759.(SCI)(*为通讯作者), 405708
2013 Yu-Min Yen*, 2013.04, 'Testing Jumps via False Discovery Rate Control, ' PloS One, Vol.8, pp.e58365.(SCI)(*为通讯作者), 405709
2010 Tso-Jung Yen;Yu-Min Yen*, 2010.09, 'Discussion on "Stability Selection" by Meinshausen and Buhlmann, ' Journal of the Royal Statistical Society: Series B, Vol.72, pp.413-417.(SCI)(*为通讯作者), 405710