3
H index
3
i10 index
66
Citations
| 3 H index 3 i10 index 66 Citations RESEARCH PRODUCTION: 4 Articles 8 Papers RESEARCH ACTIVITY: 16 years (2008 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phe355 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Reviews | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 3 |
Staff Working Papers / Bank of Canada | 2 |
Year | Title of citing document |
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Year | Title | Type | Cited |
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2010 | Evaluating the Effect of the Bank of Canadas Conditional Commitment Policy In: Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2009 | Real Time Detection of Structural Breaks in GARCH Models In: Staff Working Papers. [Full Text][Citation analysis] | paper | 30 |
2010 | Real 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 | |
2009 | Real 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 | |
2008 | Real 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 | |
2010 | Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings In: Staff Working Papers. [Full Text][Citation analysis] | paper | 17 |
2009 | Forecasting output growth by the yield curve: the role of structural breaks In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | Efficient estimation of extreme value-at-risks for standalone structural exchange rate risk In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | A Class of Generalized Dynamic Correlation Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2024 | Time-dependent shrinkage of time-varying parameter regression models In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2024 | Locally time-varying parameter regression In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2024 | A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team