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 0 0 1 212 2 5 7 645
A Bayesian approach to parameter estimation for kernel density estimation via transformations 0 0 0 30 1 2 3 153
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 1 484 1 4 5 1,137
A Model Validation Procedure 0 2 8 74 5 14 59 181
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 0 1 291 0 0 4 830
A New Procedure For Multiple Testing Of Econometric Models 0 0 1 51 0 3 9 118
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 21 1 2 5 71
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 83 3 3 3 307
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 2 5 12 2,087
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 33 0 0 3 123
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 24 1 2 4 92
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 1 3 103 1 3 13 246
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 0 49 1 5 14 83
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 2 5 6 77
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 1 1 29 1 3 6 77
Bayesian semiparametric GARCH models 0 0 0 57 2 2 6 110
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 2 241 2 5 12 846
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 1 1 1 370 3 5 7 1,268
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 2 3 5 661
Gaussian kernel GARCH models 0 0 1 35 1 2 6 108
Influence Diagnostics in GARCH Processes 0 0 0 148 2 4 5 453
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 1 10 1 2 10 55
Total Working Papers 1 5 21 3,176 34 79 204 9,728


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 0 0 1 93 0 1 5 278
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 1 1 2 82 1 2 4 320
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 36 0 6 6 150
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 1 6 0 2 4 33
A semiparametric panel approach to mortality modeling 0 0 1 8 0 0 2 16
A small-sample overlapping variance-ratio test 0 0 0 54 0 0 0 338
Assessing dependence changes using nonparametric methods 0 0 0 9 0 0 0 44
Assessment of Local Influence in GARCH Processes 0 0 0 27 0 1 4 118
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval 0 0 2 10 0 0 3 37
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 1 9 0 2 5 57
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 0 5 0 0 2 25
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 2 80 0 4 8 315
Country risk and the estimation of asset return distributions 0 0 0 26 0 1 3 62
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 26 0 0 0 89
Influence diagnostics for multivariate GARCH processes 0 0 0 8 0 0 1 34
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 10 0 0 3 48
Total Journal Articles 1 1 10 489 1 19 50 1,964


Statistics updated 2019-12-03