Access Statistics for Yongmiao Hong

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are the directions of stock price changes predictable? A generalized cross-spectral approach 0 0 0 2 0 7 26 853
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 0 0 0 268
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 0 1 293
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 0 0 0 429
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 0 0 0 185
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 0 0 1 178
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 11 0 2 3 15
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 16 1 1 3 13
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 0 0 195 0 0 1 928
Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series 0 0 0 0 0 0 0 266
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 0 0 2 78
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 0 1 2 367
Sparse Interval-valued Time Series Modeling with Machine Learning 0 1 15 15 0 2 30 30
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 0 0 2 1,140
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 0 0 0 142 0 0 2 522
Testing for independence between two covariance stationary time series 0 0 0 7 0 0 1 17
Time-varying Model Averaging 0 0 0 34 0 1 5 166
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 0 0 0 481
Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices 1 1 3 459 1 1 4 1,154
Total Working Papers 1 2 18 1,948 2 15 83 7,383
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Test for ARCH Effects and Its Finite-Sample Performance 0 0 0 0 0 1 2 298
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data 1 3 11 11 2 5 22 22
A model-free consistent test for structural change in regression possibly with endogeneity 0 0 0 18 0 0 5 71
A score statistic for testing the presence of a stochastic trend in conditional variances 0 0 0 1 0 0 0 2
A test for volatility spillover with application to exchange rates 0 0 2 355 0 1 5 783
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 0 19 1 3 5 123
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 18 0 1 2 87
Adaptive penalized splines for data smoothing 0 0 1 19 0 0 3 63
Adjusted-range self-normalized confidence interval construction for censored dependent data 1 1 1 3 2 3 9 16
An efficient integrated nonparametric entropy estimator of serial dependence 0 0 0 7 0 0 1 33
An empirical study on information spillover effects between the Chinese copper futures market and spot market 0 0 0 12 0 0 2 79
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 0 1 3 19 0 1 7 58
Are corporate bond market returns predictable? 0 1 2 48 0 1 6 210
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 0 0 1 35 0 1 10 137
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 0 30 0 0 1 145
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 0 0 1 603
Autonomy and Incentives in Chinese State Enterprises 0 0 1 636 0 2 8 2,111
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH 0 0 0 19 0 0 1 56
CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION 0 0 0 14 0 0 1 79
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates 0 0 0 43 0 0 1 151
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 1 1 1 0 1 2 15
China's Evolving Managerial Labor Market 0 0 1 260 0 2 6 1,035
Climate change and crude oil prices: An interval forecast model with interval-valued textual data 0 2 6 8 2 4 15 21
Consistent Specification Testing via Nonparametric Series Regression 0 0 0 126 0 0 2 410
Consistent Testing for Serial Correlation of Unknown Form 0 0 0 154 0 0 0 501
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 0 0 0 21 0 0 0 53
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 1 36 0 0 1 98
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 1 30
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 0 0 2 166 0 5 12 635
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 1 1 1 95
Estimating and testing for smooth structural changes in moment condition models 0 1 1 1 0 2 2 2
Fast estimation of a large TVP-VAR model with score-driven volatilities 0 1 3 7 1 3 16 29
Financial volatility forecasting with range-based autoregressive volatility model 0 0 0 55 0 0 3 174
Forecasting Inflation Using Economic Narratives 1 7 20 20 4 18 58 58
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 1 1 2 25 2 3 4 56
Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach 0 1 1 1 0 3 9 9
Forecasting interval-valued crude oil prices using asymmetric interval models 0 2 7 31 0 3 12 55
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 1 1 137 0 3 6 450
Generalized spectral testing for multivariate continuous-time models 0 0 0 38 2 2 4 156
Generalized spectral tests for serial dependence 0 0 0 21 0 0 2 94
Granger causality in risk and detection of extreme risk spillover between financial markets 0 0 3 178 0 1 9 586
Guest editors' introduction 0 0 0 10 0 1 1 47
How smooth is price discovery? Evidence from cross-listed stock trading 0 0 1 20 1 4 11 140
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 0 25 0 0 1 117
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 135 1 1 2 418
Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach 0 0 1 3 1 2 6 13
Model-free evaluation of directional predictability in foreign exchange markets 0 0 1 263 0 0 3 937
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 0 0 1 189
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates 0 0 0 178 0 0 1 402
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH 0 0 0 3 0 0 0 8
ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS 0 0 0 15 0 0 0 71
One‐sided testing for conditional heteroskedasticity in time series models 0 0 0 1 0 0 0 2
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 0 0 1 188
Penalized time-varying model averaging 0 2 9 23 0 4 17 43
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 0 0 1 7 0 2 6 34
Post-averaging inference for optimal model averaging estimator in generalized linear models 1 2 10 15 1 2 13 20
Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 0 0 0 12 1 2 8 36
Productivity spillovers among linked sectors 0 0 0 21 0 1 2 108
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 7 9 1 1 18 23
Solving Euler equations via two-stage nonparametric penalized splines 0 0 1 16 0 0 4 40
Specification tests for time-varying coefficient models 0 1 3 7 0 2 6 18
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin 1 1 3 6 1 2 10 18
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS 0 0 0 25 0 0 0 86
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES 0 0 1 16 0 1 7 91
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 0 0 0 14 0 0 2 50
TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH 0 0 0 29 0 0 3 221
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 0 0 1 37 0 1 2 237
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 0 0 1 62 0 0 2 236
Testing for pairwise serial independence via the empirical distribution function 0 0 0 1 0 0 2 11
Testing for structural changes in large dimensional factor models via discrete Fourier transform 0 2 3 11 0 2 9 28
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis 1 1 8 8 1 6 23 23
Threshold autoregressive models for interval-valued time series data 1 1 5 46 5 6 14 174
Time-varying Granger causality tests for applications in global crude oil markets 0 0 4 112 2 2 12 407
Time-varying forecast combination for factor-augmented regressions with smooth structural changes 0 0 10 10 0 2 22 28
Time-varying model averaging 0 1 4 28 1 6 11 114
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 0 0 2 227
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 144 0 0 2 555
Total Journal Articles 8 34 145 4,295 33 120 481 15,049

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data 2 5 18 94 7 12 37 233
Some recent developments in nonparametric finance 0 0 0 1 0 0 0 2
Total Chapters 2 5 18 95 7 12 37 235

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Statistics updated 2025-10-06