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Prof. Yubo TAOAssistant Professor in Finance (by courtesy)
● Assistant Professor of Economics, Faculty of Social Sciences, University of Macau
● Ph.D., Economics, Singapore Management University
● M.Phil., Finance, Renmin University of China
● B.Sc., Economics, Southwestern University of Finance and Economics
● B.Sc., Management, Southwestern University of Finance and Economics

Publications

  • Selected Publications
    1. Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour
      Journal of Econometrics, 2019, vol. 209 (2), 208-237 (with Peter C. B. Phillips and Jun Yu)
      DOI: https://doi.org/10.1016/j.jeconom.2019.01.002
    2. Financialization and Commodity Markets Serial Dependence
      Management Science, 2022, forthcoming (with Zhi Da, Ke Tang, and Liyan Yang)
    3. Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
      Journal of Econometrics, 2022, forthcoming (with Liang Jiang, Peter C. B. Phillips, Yichong Zhang)
      DOI: https://doi.org/10.1016/j.jeconom.2022.08.010
    4. A Time-Varying Network for Cryptocurrencies
      Journal of Business & Economic Statistics, 2022, forthcoming (with Li Guo and Wolfgang K. Härdle)
      DOI: https://doi.org/10.1080/07350015.2022.2146695