Yanping Yi

CFDPs

CFDP 2215 Xiaohong Chen, Zhuo Huang, Yanping Yi, "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," (August 2015, revised October 2019) [78pp, Abstract]
CFDP 2033 Xiaohong Chen, Oliver B. Linton, Stefan Schneeberger, Yanping Yi, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," (March 2016) [51pp, Abstract] (See: CFP1617)
CFDP 1691 Xiaohong Chen, Wei Biao Wu, Yanping Yi, "Efficient Estimation of Copula-based Semiparametric Markov Models," (January 2009updated March 2009) [55pp, Abstract] (See: 1284)

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CFPs

CFP 1617 Xiaohong Chen, Oliver B. Linton, Stefan Schneeberger, Yanping Yi, "Semiparametric Estimation of the Bid–ask Spread in Extended Roll Models," Journal of Econometrics, (January 2019), 208(1): 160-178 (See CFDP 2033)
CFP 1590 Xiaohong Chen, Oliver B. Linton, Yanping Yi, "Semiparametric Identification of the Bid–ask Spread in Extended Roll Models," Journal of Econometrics, (October 2017), 200(2): 312-325 (See CFDP 2033)
CFP 1284 Xiaohong Chen, Wei Biao Wu, Yanping Yi, "Efficient Estimation of Copula-based Semiparametric Markov Models," Annals of Statistics, (January 2009), 37(6B): 4214-4253 (See CFDP 1691)