Yanlin Shi - Publications, H-index & Citations

Yanlin Shi

Macquarie University

15H指数

117论文数

1.0K被引数

收录论文 24

发表时间

Forecast mortality rates with copula-based approaches: Novel evidence from integrated reconciliation 利用基于copula的方法预测死亡率：集成协调的新证据

INSURANCE MATHEMATICS & ECONOMICS

IF2.2

2026-05-01

PREAI

Rusyda, Hasna Afifah; Shi, Yanlin; Shang, Han Lin

Tail-event driven network dependence in the Belt and Road: Effects of crises and initiative implementation 尾事件驱动的“一带一路”网络依赖：危机与倡议实施的影响

International Review of Economics & Finance

IF5.6

2025-11-19

OAAI

Tingting Cheng; Yiming Liu; Shuyi Ge; Yanlin Shi

Additive tree latent variable models with applications to insurance loss prediction

INSURANCE MATHEMATICS & ECONOMICS

IF2.2

2025-11-01

PREAI

Wang, Zhihao; Shi, Yanlin; Gao, Guangyuan

A new leadership share measure for price discovery 一种用于价格发现的新的领导权分享衡量指标

Journal of Banking & Finance

IF3.8

2025-08-26

OAAI

Donald Lien; Brian Roseman; Yanlin Shi

Expected length of stay in residential aged care facilities in Australia: Assessing the impact of dementia using machine learning 澳大利亚护理机构预期住院时间：评估机器学习在痴呆症影响下的应用

PLOS ONE

IF2.6

2025-05-16

OAAI

Fracalossi, Alexander; Zhang, Jinhui; Lee, Evelyn; Shi, Yanlin

A semi-parametric claims reserving model with monotone splines

ANNALS OF OPERATIONS RESEARCH

IF4.5

2024-05-06

OAAI

Chang, Le; Gao, Guangyuan; Shi, Yanlin

Robustness and spurious long memory: evidence from the generalized autoregressive score models

ANNALS OF OPERATIONS RESEARCH

IF4.5

2023-07-05

PREAI

Gao, Guangyuan; Shi, Yanlin

Extensions of the Lee-Carter model to project the data-driven rotation of age-specific mortality decline and forecast coherent mortality rates

JOURNAL OF FORECASTING

IF2.7

2022-11-04

PREAI

Liu, Cuixia; Shi, Yanlin

How does news sentiment affect the states of Japanese stock return volatility?新闻情绪如何影响日本股票回报波动的状态？

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2022-11-01

PREAI

Feng, Lingbing; Fu, Tong; Shi, Yanlin

A closed-form estimator for the Markov switching in mean model

FINANCE RESEARCH LETTERS

IF6.9

2022-01-01

PREAI

Shi, Yanlin

A discussion on the robustness of conditional heteroskedasticity models: Simulation evidence and applications of the crude oil returns

FINANCE RESEARCH LETTERS

IF6.9

2022-01-01

PREAI

Shi, Yanlin

A new unique information share measure with applications on cross-listed Chinese banks

JOURNAL OF BANKING & FINANCE

IF3.8

2021-07-01

PREAI

Li, Hong; Shi, Yanlin

Discussions on the Zero-drift GARCH model: Evidence from an Markov regime-switching extension 关于零漂移GARCH模型的讨论: 来自马尔可夫状态转换扩展的证据

FINANCE RESEARCH LETTERS

IF6.9

2021-05-01

PREAI

Feng, Lingbing; Fu, Tong; Shi, Yanlin; Wang, Zili

Forecasting mortality with a hyperbolic spatial temporal VAR model

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2021-01-01

PREAI

Feng, Lingbing; Shi, Yanlin; Chang, Le

News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models

FINANCE RESEARCH LETTERS

IF6.9

2021-01-01

PREAI

Shi, Yanlin; Ho, Kin-Yip

Long memory and regime switching in the stochastic volatility modelling

ANNALS OF OPERATIONS RESEARCH

IF4.5

2020-10-28

PREAI

Shi, Yanlin

Forecasting mortality rates with the adaptive spatial temporal autoregressive model

JOURNAL OF FORECASTING

IF2.7

2020-10-07

PREAI

Shi, Yanlin

A retrospective analysis of the dynamic transmission routes of the COVID-19 in mainland China

SCIENTIFIC REPORTS

IF3.9

2020-08-19

OAAI

Jiang, Xiandeng; Chang, Le; Shi, Yanlin

Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2018-11-01

PREAI

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong

The Sources and Diversity of Immigrant Population Change in Australia, 1981-2011 1981至2011澳大利亚移民人口变化的来源和多样性

DEMOGRAPHY

IF3.6

2018-09-27

OAAI

Raymer, James; Shi, Yanlin; Guan, Qing; Baffour, Bernard; Wilson, Tom

研究方向