Ye Lu
Personal Details
First Name: | Ye |
Middle Name: | |
Last Name: | Lu |
Suffix: | |
RePEc Short-ID: | plu477 |
[This author has chosen not to make the email address public] | |
Affiliation
School of Economics
Faculty of Arts and Social Sciences
University of Sydney
Sydney, Australiahttps://www.sydney.edu.au/arts/schools/school-of-economics.html
RePEc:edi:deusyau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Cavaliere, Giuseppe & Lu,Ye & Rahbek, Anders & Staerk-Ostergaard, J, 2021.
"Bootstrap Inference For Hawkes And General Point Processes,"
Working Papers
2021-05, University of Sydney, School of Economics.
- Cavaliere, Giuseppe & Lu, Ye & Rahbek, Anders & Stærk-Østergaard, Jacob, 2023. "Bootstrap inference for Hawkes and general point processes," Journal of Econometrics, Elsevier, vol. 235(1), pages 133-165.
- Giuseppe Cavaliere & Ye Lu & Anders Rahbek & Jacob St{ae}rk-{O}stergaard, 2021. "Bootstrap Inference for Hawkes and General Point Processes," Papers 2104.03122, arXiv.org, revised Sep 2021.
- Giuseppe Cavaliere & Ye Lu & Anders Rahbek & Jacob Stærk-Østergaard, 2021. "Bootstrap inference for Hawkes and general point processes," Discussion Papers 21-05, University of Copenhagen. Department of Economics.
- Yoosoon Chang & Ye Lu & Joon Park, 2019.
"Understanding Regressions with Observations Collected at High Frequency over Long Span,"
CAEPR Working Papers
2019-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Chang, Yoosoon & Lu, Ye & Park, Joon Y., 2018. "Understanding Regressions with Observations Collected at High Frequency over Long Span," Working Papers 2018-10, University of Sydney, School of Economics.
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2018.
"Testing for Stationarity at High Frequency,"
Working Papers
2018-09, University of Sydney, School of Economics.
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2020. "Testing for Stationarity at High Frequency," Journal of Econometrics, Elsevier, vol. 215(2), pages 341-374.
Articles
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2020.
"Testing for Stationarity at High Frequency,"
Journal of Econometrics, Elsevier, vol. 215(2), pages 341-374.
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2018. "Testing for Stationarity at High Frequency," Working Papers 2018-09, University of Sydney, School of Economics.
- Lu, Ye & Park, Joon Y., 2019. "Estimation of longrun variance of continuous time stochastic process using discrete sample," Journal of Econometrics, Elsevier, vol. 210(2), pages 236-267.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Chang, Yoosoon & Lu, Ye & Park, Joon Y., 2018.
"Understanding Regressions with Observations Collected at High Frequency over Long Span,"
Working Papers
2018-10, University of Sydney, School of Economics.
- Yoosoon Chang & Ye Lu & Joon Park, 2019. "Understanding Regressions with Observations Collected at High Frequency over Long Span," CAEPR Working Papers 2019-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
Mentioned in:
- Papers of the Moment
by Francis Diebold in No Hesitations on 2019-01-07 13:50:00
Working papers
- Cavaliere, Giuseppe & Lu,Ye & Rahbek, Anders & Staerk-Ostergaard, J, 2021.
"Bootstrap Inference For Hawkes And General Point Processes,"
Working Papers
2021-05, University of Sydney, School of Economics.
- Cavaliere, Giuseppe & Lu, Ye & Rahbek, Anders & Stærk-Østergaard, Jacob, 2023. "Bootstrap inference for Hawkes and general point processes," Journal of Econometrics, Elsevier, vol. 235(1), pages 133-165.
- Giuseppe Cavaliere & Ye Lu & Anders Rahbek & Jacob St{ae}rk-{O}stergaard, 2021. "Bootstrap Inference for Hawkes and General Point Processes," Papers 2104.03122, arXiv.org, revised Sep 2021.
- Giuseppe Cavaliere & Ye Lu & Anders Rahbek & Jacob Stærk-Østergaard, 2021. "Bootstrap inference for Hawkes and general point processes," Discussion Papers 21-05, University of Copenhagen. Department of Economics.
Cited by:
- Cavaliere, Giuseppe & Mikosch, Thomas & Rahbek, Anders & Vilandt, Frederik, 2024. "Tail behavior of ACD models and consequences for likelihood-based estimation," Journal of Econometrics, Elsevier, vol. 238(2).
- Yoosoon Chang & Ye Lu & Joon Park, 2019.
"Understanding Regressions with Observations Collected at High Frequency over Long Span,"
CAEPR Working Papers
2019-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Chang, Yoosoon & Lu, Ye & Park, Joon Y., 2018. "Understanding Regressions with Observations Collected at High Frequency over Long Span," Working Papers 2018-10, University of Sydney, School of Economics.
Cited by:
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2018.
"Testing for Stationarity at High Frequency,"
Working Papers
2018-09, University of Sydney, School of Economics.
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2020. "Testing for Stationarity at High Frequency," Journal of Econometrics, Elsevier, vol. 215(2), pages 341-374.
- Pellatt , Daniel & Sun, Yixiao, 2020. "Asymptotic F test in Regressions with Observations Collected at High Frequency over Long Span," University of California at San Diego, Economics Working Paper Series qt19f0d9wz, Department of Economics, UC San Diego.
Articles
- Lu, Ye & Park, Joon Y., 2019.
"Estimation of longrun variance of continuous time stochastic process using discrete sample,"
Journal of Econometrics, Elsevier, vol. 210(2), pages 236-267.
Cited by:
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2018.
"Testing for Stationarity at High Frequency,"
Working Papers
2018-09, University of Sydney, School of Economics.
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2020. "Testing for Stationarity at High Frequency," Journal of Econometrics, Elsevier, vol. 215(2), pages 341-374.
- Pellatt , Daniel & Sun, Yixiao, 2020. "Asymptotic F test in Regressions with Observations Collected at High Frequency over Long Span," University of California at San Diego, Economics Working Paper Series qt19f0d9wz, Department of Economics, UC San Diego.
- Pellatt, Daniel F. & Sun, Yixiao, 2023. "Asymptotic F test in regressions with observations collected at high frequency over long span," Journal of Econometrics, Elsevier, vol. 235(2), pages 1281-1309.
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2018.
"Testing for Stationarity at High Frequency,"
Working Papers
2018-09, University of Sydney, School of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (3) 2018-12-10 2018-12-10 2021-04-12. Author is listed
- NEP-ETS: Econometric Time Series (3) 2018-12-10 2018-12-10 2021-04-12. Author is listed
- NEP-MST: Market Microstructure (3) 2018-12-10 2018-12-10 2019-03-11. Author is listed
- NEP-ORE: Operations Research (1) 2019-03-11. Author is listed
Corrections
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