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 2 3 18 862
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 5 6 11 279
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 2 2 13 305
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 2 4 16 445
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 3 5 12 197
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 2 5 18 196
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 16 3 4 14 25
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 1 8 3 3 9 64
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 0 0 195 2 3 7 935
Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series 0 0 0 0 0 2 6 272
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 5 7 13 91
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 3 4 14 379
Sparse Interval-valued Time Series Modeling with Machine Learning 0 0 3 16 2 4 20 46
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 4 6 15 1,155
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 3 13 534
Testing for independence between two covariance stationary time series 0 0 0 7 3 4 10 27
Time-varying Model Averaging 0 0 0 34 1 6 22 187
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 5 7 10 491
Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices 0 0 2 460 1 1 8 1,161
Total Working Papers 0 0 6 1,947 49 79 249 7,651
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 2 8 305
A Novel Hybrid Nonlinear Forecasting Model for Interval‐Valued Gas Prices 0 0 1 1 1 6 26 26
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data 1 1 8 15 4 4 21 36
A model-free consistent test for structural change in regression possibly with endogeneity 0 1 2 20 1 5 11 82
A score statistic for testing the presence of a stochastic trend in conditional variances 0 0 0 1 6 7 11 13
A test for volatility spillover with application to exchange rates 0 0 0 355 3 5 13 795
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 0 19 3 4 11 130
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 18 5 5 9 94
Adaptive penalized splines for data smoothing 0 0 1 19 3 6 10 72
Adjusted-range self-normalized confidence interval construction for censored dependent data 0 0 1 3 3 3 12 24
An efficient integrated nonparametric entropy estimator of serial dependence 0 0 1 8 1 1 12 45
An empirical study on information spillover effects between the Chinese copper futures market and spot market 0 0 0 12 4 6 8 86
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 0 1 2 20 3 5 12 69
Are corporate bond market returns predictable? 0 0 2 49 2 5 15 222
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 0 0 1 36 3 8 20 152
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 1 31 3 4 8 153
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 3 4 10 612
Autonomy and Incentives in Chinese State Enterprises 0 0 2 637 1 12 34 2,141
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH 0 0 0 19 1 3 7 63
CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION 0 0 0 14 4 6 8 87
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates 0 0 0 43 0 0 5 156
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 1 1 1 1 7 21
China's Evolving Managerial Labor Market 0 0 1 260 5 6 17 1,048
Climate change and crude oil prices: An interval forecast model with interval-valued textual data 0 0 5 10 3 6 21 37
Consistent Specification Testing via Nonparametric Series Regression 0 0 1 127 0 1 15 425
Consistent Testing for Serial Correlation of Unknown Form 0 0 0 154 1 3 9 510
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 0 0 0 21 3 4 13 66
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 1 1 37 5 6 11 109
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 1 1 4 34
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 0 0 2 168 10 11 29 658
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 2 3 5 99
Estimating and testing for smooth structural changes in moment condition models 0 0 1 1 4 7 23 23
Fast estimation of a large TVP-VAR model with score-driven volatilities 0 0 3 8 1 3 23 47
Financial volatility forecasting with range-based autoregressive volatility model 0 1 1 56 5 7 13 187
Forecasting Inflation Using Economic Narratives 1 6 25 35 8 25 78 112
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 0 0 1 25 1 3 13 66
Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach 0 0 1 1 4 5 17 23
Forecasting interval-valued crude oil prices using asymmetric interval models 0 0 5 34 2 6 21 72
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 3 4 140 0 5 11 457
Generalized spectral testing for multivariate continuous-time models 0 0 0 38 4 4 14 168
Generalized spectral tests for serial dependence 0 0 0 21 4 6 16 110
Granger causality in risk and detection of extreme risk spillover between financial markets 1 1 2 180 6 9 28 613
Guest editors' introduction 0 0 0 10 1 6 12 58
How smooth is price discovery? Evidence from cross-listed stock trading 0 0 0 20 2 18 29 163
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 0 25 1 2 6 123
Inference for time-varying factor models under local stationarity 0 0 0 0 2 3 3 3
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 135 3 5 15 431
Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach 0 0 5 8 0 3 20 30
Model-free evaluation of directional predictability in foreign exchange markets 0 0 0 263 4 4 16 953
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 1 3 10 198
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates 0 0 0 178 0 1 7 408
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH 0 0 1 4 0 0 15 23
ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS 0 0 0 15 4 5 10 81
One‐sided testing for conditional heteroskedasticity in time series models 0 0 0 1 4 4 7 9
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 3 3 5 193
Penalized time-varying model averaging 0 4 8 29 4 12 26 65
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 0 0 0 7 0 3 10 42
Post-averaging inference for optimal model averaging estimator in generalized linear models 0 2 10 21 1 3 16 32
Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 0 0 1 13 1 3 16 48
Productivity spillovers among linked sectors 0 0 0 21 2 4 16 122
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 4 12 1 6 24 44
Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure 1 1 4 4 6 9 30 30
Solving Euler equations via two-stage nonparametric penalized splines 0 0 0 16 2 3 7 47
Specification tests for time-varying coefficient models 0 0 3 9 0 0 6 22
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin 0 0 3 7 11 14 44 55
Structural stability of functional data — A new adjusted-range-based self-normalization approach 0 0 1 1 0 6 18 18
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS 0 0 0 25 0 3 11 97
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES 1 1 1 17 6 10 34 121
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 0 2 2 16 1 4 8 58
TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH 0 0 0 29 3 3 10 230
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 0 0 0 37 4 5 10 246
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 0 0 1 63 3 6 31 267
Testing for pairwise serial independence via the empirical distribution function 0 0 1 2 1 3 8 19
Testing for structural changes in large dimensional factor models via discrete Fourier transform 0 2 4 13 1 4 17 43
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis 0 1 6 9 1 9 33 41
Threshold autoregressive models for interval-valued time series data 1 1 5 50 3 5 26 194
Time-varying Granger causality tests for applications in global crude oil markets 0 1 2 113 3 10 24 428
Time-varying forecast combination for factor-augmented regressions with smooth structural changes 0 0 3 12 9 11 28 52
Time-varying model averaging 0 0 1 28 2 8 28 135
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 3 7 16 243
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 1 1 145 3 4 13 568
Total Journal Articles 6 31 143 4,385 220 435 1,324 16,188

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 1 4 15 100 4 11 42 258
Some recent developments in nonparametric finance 0 0 0 1 0 1 2 4
Total Chapters 1 4 15 101 4 12 44 262

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

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

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06