Access Statistics for Xibin Zhang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 7 21 66 75 19 50 155 160
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 2 6 19 451 8 20 58 1,000
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 5 9 32 216 9 23 91 627
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 9 51 2 8 55 164
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 5 20 77 502 17 60 251 1,614
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 3 5 31 186 14 37 113 600
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 3 5 26 326 15 40 113 1,098
Estimation of Hyperbolic Diffusion Using MCMC Method 1 3 15 173 6 24 57 522
Influence Diagnostics in GARCH Processes 1 2 11 127 3 9 43 342
Total Working Papers 27 71 286 2,107 93 271 936 6,127


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 3 6 25 37 7 22 70 95
A class of nonlinear stochastic volatility models and its implications for pricing currency options 4 5 14 20 4 8 27 48
A small-sample overlapping variance-ratio test 1 2 9 36 5 12 60 209
Assessment of Local Influence in GARCH Processes 0 1 4 14 1 6 16 61
Country risk and the estimation of asset return distributions 1 2 10 10 1 5 17 17
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 1 8 11 5 11 26 37
Total Journal Articles 9 17 70 128 23 64 216 467


Statistics updated 2008-09-04