Access Statistics for Yongmiao Hong

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
Are the directions of stock price changes predictable? A generalized cross-spectral approach 0 0 0 2 0 0 26 853
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 0 1 1 269
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 1 2 3 295
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 1 3 3 432
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 2 2 2 187
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 1 3 4 181
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 16 3 4 6 16
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 11 2 3 5 18
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 1 8 0 0 2 57
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 0 0 195 1 1 2 929
Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series 0 0 0 0 1 1 1 267
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 0 0 0 78
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 1 2 4 369
Sparse Interval-valued Time Series Modeling with Machine Learning 0 0 12 15 2 4 23 34
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 2 2 4 1,142
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 0 0 0 142 4 5 6 527
Testing for independence between two covariance stationary time series 0 0 0 7 0 2 3 19
Time-varying Model Averaging 0 0 0 34 6 9 14 175
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 0 1 3 459 3 4 6 1,157
Total Working Papers 0 1 16 1,956 30 48 115 7,486
1 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 2 299
A Novel Hybrid Nonlinear Forecasting Model for Interval‐Valued Gas Prices 0 0 0 0 4 8 10 10
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data 2 3 10 13 2 5 17 25
A model-free consistent test for structural change in regression possibly with endogeneity 0 0 0 18 1 3 7 74
A score statistic for testing the presence of a stochastic trend in conditional variances 0 0 0 1 0 2 2 4
A test for volatility spillover with application to exchange rates 0 0 2 355 3 4 8 787
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 0 19 1 3 6 125
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 18 0 0 2 87
Adaptive penalized splines for data smoothing 0 0 1 19 0 0 2 63
Adjusted-range self-normalized confidence interval construction for censored dependent data 0 1 1 3 0 4 10 18
An efficient integrated nonparametric entropy estimator of serial dependence 0 0 0 7 2 5 6 38
An empirical study on information spillover effects between the Chinese copper futures market and spot market 0 0 0 12 0 0 1 79
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 0 0 1 19 1 2 4 60
Are corporate bond market returns predictable? 0 1 3 49 0 1 6 211
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 0 0 0 35 1 3 9 140
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 1 1 1 31 1 1 2 146
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 2 3 4 606
Autonomy and Incentives in Chinese State Enterprises 0 1 2 637 0 3 10 2,114
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 1 3 3 154
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 1 1 1 1 3 16
China's Evolving Managerial Labor Market 0 0 1 260 0 1 7 1,036
Climate change and crude oil prices: An interval forecast model with interval-valued textual data 0 2 7 10 0 7 16 26
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 1 2 2 503
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 0 0 0 21 1 2 2 55
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 1 36 1 2 3 100
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 1 1 1 31
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 0 0 1 166 2 2 11 637
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 1 2 2 96
Estimating and testing for smooth structural changes in moment condition models 0 0 1 1 1 3 5 5
Fast estimation of a large TVP-VAR model with score-driven volatilities 0 0 2 7 1 2 14 30
Financial volatility forecasting with range-based autoregressive volatility model 0 0 0 55 0 1 2 175
Forecasting Inflation Using Economic Narratives 1 5 24 24 4 14 68 68
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 0 1 2 25 0 3 5 57
Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach 0 0 1 1 1 4 13 13
Forecasting interval-valued crude oil prices using asymmetric interval models 0 1 6 32 1 2 12 57
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 137 0 1 7 451
Generalized spectral testing for multivariate continuous-time models 0 0 0 38 1 6 7 160
Generalized spectral tests for serial dependence 0 0 0 21 1 7 9 101
Granger causality in risk and detection of extreme risk spillover between financial markets 0 1 4 179 4 10 17 596
Guest editors' introduction 0 0 0 10 1 1 2 48
How smooth is price discovery? Evidence from cross-listed stock trading 0 0 0 20 0 3 11 142
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 0 25 2 2 2 119
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 135 3 5 6 422
Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach 2 3 4 6 5 7 11 19
Model-free evaluation of directional predictability in foreign exchange markets 0 0 1 263 4 5 7 942
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 2 2 3 191
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates 0 0 0 178 1 1 2 403
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH 0 1 1 4 0 1 1 9
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 1 2 2 4
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 1 1 1 189
Penalized time-varying model averaging 0 1 5 24 1 2 14 45
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 0 0 0 7 2 2 6 36
Post-averaging inference for optimal model averaging estimator in generalized linear models 1 5 13 19 2 7 18 26
Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 0 0 0 12 0 2 7 37
Productivity spillovers among linked sectors 0 0 0 21 1 2 4 110
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 5 9 2 4 15 26
Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure 0 2 2 2 2 5 5 5
Solving Euler equations via two-stage nonparametric penalized splines 0 0 1 16 0 0 2 40
Specification tests for time-varying coefficient models 0 0 3 7 0 0 5 18
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin 0 2 3 7 4 9 17 26
Structural stability of functional data — A new adjusted-range-based self-normalization approach 0 0 1 1 1 2 5 5
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS 0 0 0 25 1 2 2 88
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES 0 0 1 16 10 12 19 103
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 0 0 0 14 1 1 3 51
TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH 0 0 0 29 1 2 5 223
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 0 0 0 37 0 2 3 239
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 0 0 1 62 3 4 6 240
Testing for pairwise serial independence via the empirical distribution function 0 0 0 1 0 1 2 12
Testing for structural changes in large dimensional factor models via discrete Fourier transform 0 0 3 11 0 1 7 29
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis 0 1 5 8 3 5 23 27
Threshold autoregressive models for interval-valued time series data 0 2 5 47 1 10 16 179
Time-varying Granger causality tests for applications in global crude oil markets 0 0 4 112 1 6 14 411
Time-varying forecast combination for factor-augmented regressions with smooth structural changes 2 2 9 12 4 6 22 34
Time-varying model averaging 0 0 3 28 3 5 14 118
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 1 1 2 228
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 144 2 4 6 559
Total Journal Articles 9 36 143 4,324 107 251 611 15,272

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 3 18 95 3 11 38 237
Some recent developments in nonparametric finance 0 0 0 1 0 0 0 2
Total Chapters 0 3 18 96 3 11 38 239

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