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 1 7 18 860
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 1 5 6 274
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 8 11 303
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 2 11 14 443
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 2 7 9 194
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 2 12 15 193
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 16 0 5 11 21
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 1 8 0 4 6 61
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 0 0 195 0 3 4 932
Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series 0 0 0 0 2 5 6 272
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 2 8 8 86
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 1 7 11 376
Sparse Interval-valued Time Series Modeling with Machine Learning 0 1 4 16 0 8 19 42
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 2 9 12 1,151
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 0 0 0 142 1 5 11 532
Testing for independence between two covariance stationary time series 0 0 0 7 0 4 6 23
Time-varying Model Averaging 0 0 0 34 2 8 18 183
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 1 4 4 485
Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices 0 1 4 460 0 3 9 1,160
Total Working Papers 0 2 9 1,947 19 123 198 7,591
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 4 6 303
A Novel Hybrid Nonlinear Forecasting Model for Interval‐Valued Gas Prices 0 1 1 1 3 13 23 23
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data 0 1 8 14 0 7 20 32
A model-free consistent test for structural change in regression possibly with endogeneity 1 2 2 20 2 5 9 79
A score statistic for testing the presence of a stochastic trend in conditional variances 0 0 0 1 0 2 4 6
A test for volatility spillover with application to exchange rates 0 0 1 355 1 4 10 791
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 0 19 0 1 7 126
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 18 0 2 4 89
Adaptive penalized splines for data smoothing 0 0 1 19 1 4 6 67
Adjusted-range self-normalized confidence interval construction for censored dependent data 0 0 1 3 0 3 10 21
An efficient integrated nonparametric entropy estimator of serial dependence 0 1 1 8 0 6 11 44
An empirical study on information spillover effects between the Chinese copper futures market and spot market 0 0 0 12 2 3 4 82
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 1 1 2 20 2 6 10 66
Are corporate bond market returns predictable? 0 0 3 49 1 7 12 218
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 0 1 1 36 0 4 12 144
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 1 31 1 4 5 150
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 1 3 7 609
Autonomy and Incentives in Chinese State Enterprises 0 0 2 637 9 24 32 2,138
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH 0 0 0 19 0 4 5 60
CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION 0 0 0 14 2 4 5 83
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates 0 0 0 43 0 2 5 156
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 1 1 0 4 6 20
China's Evolving Managerial Labor Market 0 0 1 260 1 7 13 1,043
Climate change and crude oil prices: An interval forecast model with interval-valued textual data 0 0 5 10 0 5 17 31
Consistent Specification Testing via Nonparametric Series Regression 0 1 1 127 0 14 15 424
Consistent Testing for Serial Correlation of Unknown Form 0 0 0 154 1 5 7 508
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 0 0 0 21 0 7 9 62
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 1 1 1 37 1 4 6 104
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 2 3 33
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 0 2 2 168 1 11 21 648
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 1 1 3 97
Estimating and testing for smooth structural changes in moment condition models 0 0 1 1 2 13 18 18
Fast estimation of a large TVP-VAR model with score-driven volatilities 0 1 3 8 1 15 23 45
Financial volatility forecasting with range-based autoregressive volatility model 0 0 0 55 1 6 7 181
Forecasting Inflation Using Economic Narratives 4 9 29 33 10 29 73 97
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 0 0 2 25 0 6 11 63
Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach 0 0 1 1 0 5 12 18
Forecasting interval-valued crude oil prices using asymmetric interval models 0 2 6 34 2 11 18 68
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 3 3 4 140 4 5 11 456
Generalized spectral testing for multivariate continuous-time models 0 0 0 38 0 4 10 164
Generalized spectral tests for serial dependence 0 0 0 21 2 5 12 106
Granger causality in risk and detection of extreme risk spillover between financial markets 0 0 1 179 0 8 19 604
Guest editors' introduction 0 0 0 10 5 9 11 57
How smooth is price discovery? Evidence from cross-listed stock trading 0 0 0 20 4 7 18 149
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 0 25 1 3 5 122
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 135 2 6 12 428
Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach 0 2 5 8 2 10 19 29
Model-free evaluation of directional predictability in foreign exchange markets 0 0 0 263 0 7 12 949
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 2 6 9 197
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates 0 0 0 178 1 5 7 408
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH 0 0 1 4 0 14 15 23
ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS 0 0 0 15 1 6 6 77
One‐sided testing for conditional heteroskedasticity in time series models 0 0 0 1 0 1 3 5
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 0 1 2 190
Penalized time-varying model averaging 1 2 7 26 5 13 23 58
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 0 0 0 7 1 4 8 40
Post-averaging inference for optimal model averaging estimator in generalized linear models 2 2 10 21 2 5 15 31
Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 0 1 1 13 1 9 14 46
Productivity spillovers among linked sectors 0 0 0 21 1 9 13 119
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 3 4 12 0 12 19 38
Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure 0 1 3 3 2 18 23 23
Solving Euler equations via two-stage nonparametric penalized splines 0 0 1 16 1 5 7 45
Specification tests for time-varying coefficient models 0 2 4 9 0 4 7 22
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin 0 0 3 7 1 16 32 42
Structural stability of functional data — A new adjusted-range-based self-normalization approach 0 0 1 1 4 11 16 16
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS 0 0 0 25 2 8 10 96
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES 0 0 0 16 2 10 26 113
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 1 1 1 15 1 4 5 55
TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH 0 0 0 29 0 4 7 227
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 0 0 0 37 1 3 6 242
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 0 1 1 63 3 24 28 264
Testing for pairwise serial independence via the empirical distribution function 0 1 1 2 0 4 5 16
Testing for structural changes in large dimensional factor models via discrete Fourier transform 1 1 3 12 1 11 17 40
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis 0 0 5 8 4 9 30 36
Threshold autoregressive models for interval-valued time series data 0 2 4 49 1 11 23 190
Time-varying Granger causality tests for applications in global crude oil markets 1 1 4 113 2 9 19 420
Time-varying forecast combination for factor-augmented regressions with smooth structural changes 0 0 5 12 2 9 22 43
Time-varying model averaging 0 0 2 28 3 12 25 130
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 2 10 12 238
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 144 0 5 9 564
Total Journal Articles 16 46 148 4,370 112 593 1,061 15,865

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 0 1 11 96 1 11 34 248
Some recent developments in nonparametric finance 0 0 0 1 1 2 2 4
Total Chapters 0 1 11 97 2 13 36 252

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