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 4 13 54 136 10 34 138 330
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 1 4 15 469 2 9 45 1,054
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 1 3 19 238 1 6 46 684
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 1 3 6 60 2 7 30 204
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 3 11 50 559 12 43 183 1,822
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 3 7 13 202 7 18 54 664
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 1 6 20 348 3 17 62 1,179
Estimation of Hyperbolic Diffusion Using MCMC Method 1 3 13 188 3 10 42 581
Influence Diagnostics in GARCH Processes 1 1 9 138 2 8 30 379
Total Working Papers 16 51 199 2,338 42 152 630 6,897


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 1 4 21 59 1 6 34 134
A class of nonlinear stochastic volatility models and its implications for pricing currency options 1 1 3 26 1 5 16 68
A small-sample overlapping variance-ratio test 0 0 7 43 0 0 32 247
Assessing dependence changes using nonparametric methods 0 0 0 0 4 4 4 4
Assessment of Local Influence in GARCH Processes 0 1 6 20 0 1 10 72
Box-Cox stochastic volatility models with heavy-tails and correlated errors 2 6 18 20 8 22 77 89
Country risk and the estimation of asset return distributions 1 1 6 18 1 1 10 29
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 2 13 0 2 8 47
Total Journal Articles 5 13 63 199 15 41 191 690


Statistics updated 2009-11-04