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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 1 5 827
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 0 0 2 268
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 0 2 292
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 0 1 2 429
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 0 0 1 185
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 0 0 0 177
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 11 11 1 1 13 13
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 16 16 0 0 10 10
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 0 7 0 0 0 55
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 0 0 195 0 0 1 927
Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series 0 0 0 0 0 0 0 266
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 0 2 3 78
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 0 0 0 365
Specification Testing for Multivariate Time Series Volatility Models 0 0 1 456 0 0 1 1,138
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 0 0 0 142 0 1 1 521
Testing for independence between two covariance stationary time series 0 0 0 7 0 1 1 16
Time-varying Model Averaging 0 0 1 34 0 1 6 161
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 0 1 456 1 1 2 1,151
Total Working Papers 0 0 30 1,937 2 9 50 7,360
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 2 297
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data 2 3 3 3 5 8 8 8
A model-free consistent test for structural change in regression possibly with endogeneity 0 1 1 18 0 2 3 67
A score statistic for testing the presence of a stochastic trend in conditional variances 0 0 1 1 0 0 1 2
A test for volatility spillover with application to exchange rates 0 0 3 353 0 1 10 779
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 0 19 0 1 2 119
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 18 0 0 1 85
Adaptive penalized splines for data smoothing 0 1 3 18 1 3 7 61
Adjusted-range self-normalized confidence interval construction for censored dependent data 0 0 0 2 0 1 2 8
An efficient integrated nonparametric entropy estimator of serial dependence 0 0 0 7 0 0 0 32
An empirical study on information spillover effects between the Chinese copper futures market and spot market 0 0 0 12 1 1 2 78
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 0 2 4 18 1 5 12 56
Are corporate bond market returns predictable? 0 0 2 46 1 1 8 205
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 0 1 6 35 1 4 15 131
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 0 30 0 0 1 144
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 0 2 2 602
Autonomy and Incentives in Chinese State Enterprises 0 0 3 635 0 4 14 2,104
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH 0 0 3 19 0 0 6 55
CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION 0 0 0 14 0 0 0 78
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates 0 0 0 43 0 1 1 151
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 0 0 0 0 0 13
China's Evolving Managerial Labor Market 0 0 0 259 0 0 3 1,029
Climate change and crude oil prices: An interval forecast model with interval-valued textual data 0 1 3 3 0 5 10 10
Consistent Specification Testing via Nonparametric Series Regression 0 0 0 126 0 0 4 408
Consistent Testing for Serial Correlation of Unknown Form 0 0 0 154 0 0 2 501
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 0 0 3 21 0 1 5 53
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 0 35 0 0 0 97
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 1 1 1 30
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 1 1 5 165 2 7 23 626
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 0 0 1 94
Fast estimation of a large TVP-VAR model with score-driven volatilities 1 1 5 5 3 4 16 16
Financial volatility forecasting with range-based autoregressive volatility model 0 0 2 55 2 2 5 173
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 0 1 8 23 0 1 14 52
Forecasting interval-valued crude oil prices using asymmetric interval models 1 2 9 26 1 3 17 45
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 0 136 0 0 2 444
Generalized spectral testing for multivariate continuous-time models 0 0 0 38 0 2 5 153
Generalized spectral tests for serial dependence 0 0 0 21 0 0 1 92
Granger causality in risk and detection of extreme risk spillover between financial markets 0 0 4 175 1 2 9 579
Guest editors' introduction 0 0 0 10 0 0 0 46
How smooth is price discovery? Evidence from cross-listed stock trading 0 1 1 20 0 2 4 131
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 0 25 0 1 3 117
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 1 135 0 1 5 416
Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach 0 0 2 2 0 1 8 8
Model-free evaluation of directional predictability in foreign exchange markets 0 0 0 262 0 3 7 935
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 0 0 2 188
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates 0 0 0 178 0 0 0 401
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH 0 1 3 3 0 1 5 8
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 0 0 0 2
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 1 1 2 188
Penalized time-varying model averaging 3 6 14 19 3 7 21 31
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 1 1 2 7 2 2 5 30
Post-averaging inference for optimal model averaging estimator in generalized linear models 0 2 6 6 0 3 8 8
Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 0 0 1 12 0 2 4 30
Productivity spillovers among linked sectors 0 0 0 21 0 0 3 106
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 2 2 4 4 5 7 11 11
Solving Euler equations via two-stage nonparametric penalized splines 0 2 4 15 1 4 7 38
Specification tests for time-varying coefficient models 0 0 3 4 0 2 7 13
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin 0 1 2 4 0 1 6 9
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS 0 0 0 25 0 0 0 86
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES 0 0 2 15 0 0 4 84
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 0 0 0 14 0 0 1 48
TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH 0 0 0 29 0 0 3 218
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 1 1 2 37 1 3 4 236
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 0 0 2 61 0 0 7 234
Testing for pairwise serial independence via the empirical distribution function 0 0 0 1 0 1 2 10
Testing for structural changes in large dimensional factor models via discrete Fourier transform 0 0 2 8 1 4 10 22
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis 2 3 3 3 2 4 4 4
Threshold autoregressive models for interval-valued time series data 0 1 3 42 0 4 9 163
Time-varying Granger causality tests for applications in global crude oil markets 0 0 8 108 0 2 15 397
Time-varying forecast combination for factor-augmented regressions with smooth structural changes 2 3 3 3 2 6 12 12
Time-varying model averaging 0 1 4 25 0 4 19 104
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 0 1 4 226
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 1 144 0 0 2 553
Total Journal Articles 16 39 141 4,181 38 130 419 14,661

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 10 77 1 9 28 199
Some recent developments in nonparametric finance 0 0 0 1 0 0 0 2
Total Chapters 0 3 10 78 1 9 28 201

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