| Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis X Du, LY Cindy, DJ Hayes Energy Economics 33 (3), 497-503, 2011 | 621 | 2011 |
| A semiparametric estimation of mean functionals with nonignorable missing data JK Kim, CL Yu Journal of the American Statistical Association 106 (493), 157-165, 2011 | 210 | 2011 |
| A Bayesian analysis of return dynamics with Lévy jumps H Li, MT Wells, CL Yu The Review of Financial Studies 21 (5), 2345-2378, 2008 | 193 | 2008 |
| MCMC estimation of Lévy jump models using stock and option prices CL Yu, H Li, MT Wells Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 67 | 2011 |
| Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis X Du, CL Yu, DJ Hayes | 43 | 2009 |
| Testing Day's conjecture that more nitrogen decreases crop yield skewness X Du, DA Hennessy, CL Yu American Journal of Agricultural Economics 94 (1), 225-237, 2012 | 42 | 2012 |
| Jumps in equity index returns before and during the recent financial crisis: A Bayesian analysis S Kou, C Yu, H Zhong Management Science 63 (4), 988-1010, 2017 | 41 | 2017 |
| Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior L Follett, C Yu Econometrics and Statistics 11, 130-144, 2019 | 30 | 2019 |
| Geography of crop yield skewness X Du, CL Yu, DA Hennessy, R Miao Agricultural economics 46 (4), 463-473, 2015 | 26 | 2015 |
| Empirical likelihood methods based on characteristic functions with applications to Lévy processes NH Chan, SX Chen, L Peng, CL Yu Journal of the American Statistical Association 104 (488), 1621-1630, 2009 | 24 | 2009 |
| No-arbitrage Taylor rules with switching regimes H Li, T Li, C Yu Management Science 59 (10), 2278-2294, 2013 | 21 | 2013 |
| Macroeconomic risks and asset pricing: Evidence from a dynamic stochastic general equilibrium model H Li, H Li, C Yu Unpublished working paper. Cheung Kong Graduate School of Business and Iowa …, 2013 | 21* | 2013 |
| A comparison of sample set restriction procedures JC Legg, CL Yu Survey Methodology 36 (1), 69-79, 2010 | 17 | 2010 |
| Replication variance estimation under two-phase sampling JK Kim, C Yu | 16 | 2011 |
| Temperature biases in public opinion surveys M Potoski, R Urbatsch, C Yu Weather, Climate, and Society 7 (2), 192-196, 2015 | 13 | 2015 |
| Are Actuarial Crop Insurance Rates Fair?: An Analysis Using a Penalized Bivariate B-Spline Method MJ Price, CL Yu, DA Hennessy, X Du Journal of the Royal Statistical Society Series C: Applied Statistics 68 (5 …, 2019 | 12 | 2019 |
| Parameter estimation and model testing for Markov processes via conditional characteristic functions SX Chen, L Peng, CL Yu | 9 | 2013 |
| Parameter estimation through semiparametric quantile regression imputation S Chen, CL Yu | 8 | 2016 |
| A computationally efficient method for selecting a split questionnaire design M Stuart, C Yu Communications in Statistics-Simulation and Computation 51 (5), 2464-2486, 2022 | 7 | 2022 |
| Nowcasting China’s GDP using a Bayesian approach Y Zhang, LY Cindy, H Li, Y Hong Journal of Management Science and Engineering 3 (4), 232-258, 2018 | 7 | 2018 |
