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 0 211 0 0 1 638
A Bayesian approach to parameter estimation for kernel density estimation via transformations 0 0 0 30 0 0 0 150
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 2 484 0 0 2 1,133
A Model Validation Procedure 0 2 7 71 2 7 45 158
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 1 2 291 1 3 6 830
A New Procedure For Multiple Testing Of Econometric Models 0 0 2 51 1 2 5 112
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 21 0 0 3 67
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 83 0 0 1 304
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 0 2 5 2,079
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 1 33 0 1 6 122
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 24 0 1 1 89
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 3 101 1 2 10 239
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 1 49 0 1 13 77
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 1 40 0 0 3 72
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 28 0 0 1 72
Bayesian semiparametric GARCH models 0 0 1 57 1 1 3 106
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 2 2 241 1 4 6 839
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 369 0 1 2 1,263
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 0 0 656
Gaussian kernel GARCH models 0 0 2 34 1 1 7 104
Influence Diagnostics in GARCH Processes 0 0 1 148 1 1 3 449
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 1 1 2 10 1 3 8 50
Total Working Papers 1 6 27 3,167 10 30 131 9,609


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 0 92 0 2 4 275
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 80 0 0 1 316
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 36 0 0 0 144
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 1 5 0 0 1 29
A semiparametric panel approach to mortality modeling 0 1 1 8 0 1 2 15
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 3 117
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval 0 0 1 8 0 0 5 35
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 8 0 0 1 53
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 0 5 1 1 2 25
Box-Cox stochastic volatility models with heavy-tails and correlated errors 1 2 3 80 1 3 7 311
Country risk and the estimation of asset return distributions 0 0 0 26 0 0 1 60
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 26 0 0 1 89
Influence diagnostics for multivariate GARCH processes 0 0 0 8 0 0 0 33
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 10 0 0 5 48
Total Journal Articles 1 3 6 482 2 8 33 1,932


Statistics updated 2019-07-03