Zhongfang He : Citation Profile


Are you Zhongfang He?

3

H index

3

i10 index

66

Citations

RESEARCH PRODUCTION:

4

Articles

8

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 4
   Journals where Zhongfang He has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 2 (2.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe355
   Updated: 2024-12-03    RAS profile: 2024-05-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhongfang He.

Is cited by:

Dufays, Arnaud (8)

Bauwens, Luc (7)

Siklos, Pierre (4)

Mendes, Rhys (3)

Morales Mosquera, Miguel (3)

Casarin, Roberto (3)

Rombouts, Jeroen (2)

De Backer, Bruno (2)

Gallo, Giampiero (2)

Mahadeva, Lavan (2)

Svirydzenka, Katsiaryna (2)

Cites to:

Maheu, John (6)

Engle, Robert (4)

Estrella, Arturo (4)

Bollerslev, Tim (3)

Watson, Mark (2)

Schich, Sebastian (2)

Gordon, Stephen (2)

Ang, Andrew (2)

Hamilton, James (2)

Teräsvirta, Timo (2)

Silvennoinen, Annastiina (2)

Main data


Where Zhongfang He has published?


Journals with more than one article published# docs
Econometric Reviews2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Staff Working Papers / Bank of Canada2

Recent works citing Zhongfang He (2024 and 2023)


YearTitle of citing document

Works by Zhongfang He:


YearTitleTypeCited
2010Evaluating the Effect of the Bank of Canadas Conditional Commitment Policy In: Discussion Papers.
[Full Text][Citation analysis]
paper19
2009Real Time Detection of Structural Breaks in GARCH Models In: Staff Working Papers.
[Full Text][Citation analysis]
paper30
2010Real time detection of structural breaks in GARCH models.(2010) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
article
2009Real Time Detection of Structural Breaks in GARCH Models.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2008Real Time Detection of Structural Breaks in GARCH Models.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2010Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings In: Staff Working Papers.
[Full Text][Citation analysis]
paper17
2009Forecasting output growth by the yield curve: the role of structural breaks In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2014Efficient estimation of extreme value-at-risks for standalone structural exchange rate risk In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2018A Class of Generalized Dynamic Correlation Models In: MPRA Paper.
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paper0
2024Time-dependent shrinkage of time-varying parameter regression models In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2024Locally time-varying parameter regression In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2024A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team