Access Statistics for Zhongfang He
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 Class of Generalized Dynamic Correlation Models | 0 | 0 | 0 | 41 | 0 | 0 | 0 | 46 |
| Efficient estimation of extreme value-at-risks for standalone structural exchange rate risk | 0 | 0 | 0 | 18 | 1 | 1 | 1 | 42 |
| Evaluating the Effect of the Bank of Canada's Conditional Commitment Policy | 0 | 0 | 0 | 39 | 0 | 0 | 2 | 133 |
| Forecasting output growth by the yield curve: the role of structural breaks | 0 | 0 | 0 | 42 | 0 | 0 | 1 | 150 |
| Real Time Detection of Structural Breaks in GARCH Models | 0 | 0 | 1 | 72 | 0 | 0 | 1 | 208 |
| Real Time Detection of Structural Breaks in GARCH Models | 0 | 0 | 1 | 155 | 0 | 1 | 2 | 405 |
| Real Time Detection of Structural Breaks in GARCH Models | 0 | 1 | 1 | 36 | 0 | 2 | 2 | 139 |
| Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings | 0 | 0 | 0 | 80 | 0 | 0 | 0 | 194 |
| Total Working Papers | 0 | 1 | 3 | 483 | 1 | 4 | 9 | 1,317 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior | 1 | 3 | 12 | 13 | 1 | 6 | 19 | 20 |
| Locally time-varying parameter regression | 1 | 1 | 3 | 3 | 4 | 4 | 7 | 7 |
| Real time detection of structural breaks in GARCH models | 0 | 0 | 0 | 35 | 0 | 0 | 0 | 163 |
| Time-dependent shrinkage of time-varying parameter regression models | 0 | 0 | 1 | 5 | 1 | 1 | 3 | 9 |
| Total Journal Articles | 2 | 4 | 16 | 56 | 6 | 11 | 29 | 199 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail