معرفی
Yue Pan is a researcher in the field of time series analysis and econometrics. Their work focuses on developing advanced volatility modeling techniques for high-dimensional financial and economic data. Pan has contributed to methodologies like the Threshold network GARCH model and Markov-switching Poisson GARCH models, addressing complex dependencies and asymmetries in time series data.
Research Interests:
- Network-based volatility modeling
- Threshold-based statistical frameworks
- Nonlinear time series analysis
- Applications in financial econometrics
Collaborations and contributions include co-authoring peer-reviewed articles in journals like the Journal of Time Series Analysis and Statistics and Its Interface, as well as contributing to open-access datasets related to financial and statistical research.
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