Cindy L. Yu

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8019-2337

Department of Statistics, Iowa State University, Ames, Iowa 50011

Publications

• Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model — Management Science 2019
• Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis — Management Science 2017
• No-Arbitrage Taylor Rules with Switching Regimes — Management Science 2013
• A Semiparametric Estimation of Mean Functionals With Nonignorable Missing Data — Journal of the American Statistical Association 2011
• Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes — Journal of the American Statistical Association 2009
• A Bayesian Analysis of Return Dynamics with Lévy Jumps — The Review of Financial Studies 2008