Yongmiao Hong : Citation Profile


Are you Yongmiao Hong?

Cornell University

19

H index

27

i10 index

1531

Citations

RESEARCH PRODUCTION:

51

Articles

15

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 61
   Journals where Yongmiao Hong has often published
   Relations with other researchers
   Recent citing documents: 113.    Total self citations: 17 (1.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho691
   Updated: 2021-02-20    RAS profile: 2019-04-28    
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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 Yongmiao Hong.

Is cited by:

GUPTA, RANGAN (28)

LINTON, OLIVER (22)

Zhu, Ke (22)

van Dijk, Dick (17)

GAO, Jiti (16)

Escanciano, Juan Carlos (15)

Swanson, Norman (14)

Panchenko, Valentyn (13)

Bhaumik, Sumon (12)

Bouri, Elie (12)

Diks, Cees (12)

Cites to:

Engle, Robert (34)

Bollerslev, Tim (29)

White, Halbert (26)

Hansen, Bruce (24)

Diebold, Francis (24)

Singleton, Kenneth (17)

Granger, Clive (17)

Wooldridge, Jeffrey (15)

Ait-Sahalia, Yacine (15)

Swanson, Norman (12)

Hamilton, James (12)

Main data


Where Yongmiao Hong has published?


Journals with more than one article published# docs
Econometric Theory8
Journal of Econometrics8
Econometrica5
China Economic Review3
Journal of Business & Economic Statistics2
Journal of the Royal Statistical Society Series B2
Journal of Time Series Analysis2
Journal of Banking & Finance2
The Review of Economics and Statistics2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Econometric Society 2004 Far Eastern Meetings / Econometric Society2
Econometric Society 2004 North American Winter Meetings / Econometric Society2
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2

Recent works citing Yongmiao Hong (2021 and 2020)


YearTitle of citing document
2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Hkiri, Besma ; Gupta, Rangan ; Coronado, Semei ; Rojas, Omar. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76.

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2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Gupta, Rangan ; Coronado, Semei ; Rojas, Omar ; Hkiri, Besma. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:4:p:44-76.

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2020Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

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2020Quantitative portfolio selection: using density forecasting to find consistent portfolios. (2019). Beasley, John ; Adcock, C J ; Meade, N. In: Papers. RePEc:arx:papers:1908.08442.

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2020Testing nonparametric shape restrictions. (2019). Hidalgo, Javier ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:1909.01675.

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2020Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807.

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2020Multi-frequency-band tests for white noise under heteroskedasticity. (2020). Zhu, Ke ; Liu, Mengya. In: Papers. RePEc:arx:papers:2004.09161.

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2020Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160.

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2020Testing error distribution by kernelized Stein discrepancy in multivariate time series models. (2020). Li, Dong ; Gong, Huan ; Zhu, KE ; Luo, Donghang. In: Papers. RePEc:arx:papers:2008.00747.

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2020Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2020Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2010.03315.

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2020Measures of Model Risk in Continuous-time Finance Models. (2020). Qi, Shuyuan ; Lazar, Emese ; Tunaru, Radu. In: Papers. RePEc:arx:papers:2010.08113.

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2020Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435.

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2020Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2020Growth, development, and structural change at the firm-level: The example of the PR China. (2020). Dai, Shuanping ; Yang, Jangho ; Heinrich, Torsten. In: Papers. RePEc:arx:papers:2012.14503.

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2021Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255.

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2020Can Time–Space Compression Promote Urban Economic Growth? Evidence from Chinas High‐speed Rail Projects. (2020). Fang, Jing ; Yao, Shujie ; He, Hongbo. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:5:p:90-117.

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2020How does labour share respond to risk? Theory and evidence from the Chinese industrial sector. (2020). Shen, Guangjun ; Zou, Jingxian ; Jia, Shen. In: International Labour Review. RePEc:bla:intlab:v:159:y:2020:i:2:p:259-281.

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2020An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2020). Sun, Yixiao ; Wang, Xuexin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:536-550.

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2020Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach. (2020). Wang, Shouyang ; Zheng, Jiali ; Bao, Qin ; Sun, Yuying. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20300730.

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2020Examining the impact of high-speed railways on land value and government revenue: Evidence from China. (2020). Li, Zhigang ; Yuan, Jia. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x20300997.

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2020Non-controlling large shareholders in emerging markets: Evidence from China. (2020). Wei, Minghai ; Lu, Rui ; Lin, Bingxuan ; Cheng, Minying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:63:y:2020:i:c:s0929119916301857.

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2021Evaluating multiplicative error models: A residual-based approach. (2021). Lu, Wanbo ; Ke, Rui ; Jia, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301778.

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2020Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301901.

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2020Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68.

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2020Volatility forecasting using related markets’ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158.

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2020Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve. (2020). Xia, Huizhu ; Chen, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:595-604.

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2021High-speed rails and rural-urban migrants’ wages. (2021). Yang, Zhiqing ; Liu, Lihua ; Kong, Dongmin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1030-1042.

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2020Forecasting volatility with component conditional autoregressive range model. (2020). Hou, Xinmeng ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081930083x.

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2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

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2020Holidays, weekends and range-based volatility. (2020). Pardo, Angel ; Diaz-Mendoza, Ana-Carmen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303110.

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2020A modified bootstrap for kernel-based specification test with heavy-tailed data. (2020). Li, Zheng ; Huang, Ta-Cheng. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300276.

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2020A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302172.

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2020A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects. (2020). Wu, Jianhong. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303578.

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2020Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests. (2020). Yang, Xiye. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:486-516.

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2020Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression. (2020). Phillips, Peter ; GAO, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:607-632.

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2020Testing distributional assumptions using a continuum of moments. (2020). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:655-689.

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2020A general white noise test based on kernel lag-window estimates of the spectral density operator. (2020). Rice, Gregory ; Characiejus, Vaidotas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:175-196.

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2020Local Gaussian correlations in financial and commodity markets. (2020). Chevallier, Julien ; Nguyen, Quynh Nga ; Zhu, Bangzhu ; Zhang, Lyuyuan ; Aboura, Sofiane. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:306-323.

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2021Quantitative portfolio selection: Using density forecasting to find consistent portfolios. (2021). Beasley, John ; Meade, N ; Adcock, C J. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:1053-1067.

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2020Does going public imply short-termism in investment behavior? Evidence from China. (2020). Li, Jie ; Zhang, Jie ; Yu, Zhuangxiong . In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119305138.

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2020Do structural breaks in volatility cause spurious volatility transmission?. (2020). Caporin, Massimiliano ; Malik, Farooq. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:60-82.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020A nonparametric analysis of energy environmental Kuznets Curve in Chinese Provinces. (2020). Shahbaz, Muhammad ; Khalid, Usman ; Shafiullah, Muhammad ; Song, Malin. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301547.

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2020Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867.

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2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

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2020Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.. (2020). Li, Jingyu ; Casu, Barbara ; Yao, Yinhong ; Zhu, Xiaoqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301885.

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2020On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. (2020). NG, KOK HAUR ; Chan, Jennifer ; Tan, Shay-Kee. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305105.

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2020Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021.

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2020Ratings matter: Announcements in times of crisis and the dynamics of stock markets. (2020). Rosati, Nicoletta ; Bellia, Mario ; Oliveira, Vasco ; Matos, Pedro Verga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300460.

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2020New centrality and causality metrics assessing air traffic network interactions. (2020). Gurtner, Grald ; Delgado, Luis ; Lillo, Fabrizio ; Zaoli, Silvia ; Mazzarisi, Piero. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:85:y:2020:i:c:s0969699719305307.

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2020Monetary policy announcements and market interest rates’ response: Evidence from China. (2020). Sun, Rongrong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300303.

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2020Spectral backtests of forecast distributions with application to risk management. (2020). McNeil, Alexander J ; Gordy, Michael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620300844.

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2021Picking funds with confidence. (2021). Wermers, Russ ; Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:1-28.

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2020Test for conditional independence with application to conditional screening. (2020). Zhu, Liping ; Liu, Jingyuan ; Zhou, Yeqing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x19300168.

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2020The influence of highway on local economy: Evidence from Chinas Yangtze River Delta region. (2020). Zhang, Xueliang ; Lin, Yongran ; Hu, Yuqi . In: Journal of Transport Geography. RePEc:eee:jotrge:v:82:y:2020:i:c:s0966692319300754.

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2020Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614.

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2020Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330.

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2020Decentralization, incentives, and local tax enforcement. (2020). Liu, Yongzheng ; Ding, Siying ; Jia, Junxue. In: Journal of Urban Economics. RePEc:eee:juecon:v:115:y:2020:i:c:s0094119019301020.

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2020Did high-speed railway cause urban space expansion? ——Empirical evidence from Chinas prefecture-level cities. (2020). Liu, Shuang ; Hu, Yukun ; Wang, Dandan ; Deng, Taotao. In: Research in Transportation Economics. RePEc:eee:retrec:v:80:y:2020:i:c:s0739885920300299.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2020Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, Jianping ; Sun, Xiaolei ; Le, Wei ; Yao, Xiaoyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238.

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2020Movements in international bond markets: The role of oil prices. (2020). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:47-58.

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2020Intraday price jumps, market liquidity, and the magnet effect of circuit breakers. (2020). Zhou, Jie ; Jian, Zhi Hong ; Wu, Shuai ; Zhu, Zhican. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:168-186.

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2021New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach. (2021). Temnov, Grigory ; Gerth, Florian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:217-236.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2020Impacts of high-speed railways on economic growth and disparity in China. (2020). , Paul ; Shi, Wenming ; Lin, Kun-Chin ; Jin, Mengjie. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:138:y:2020:i:c:p:158-171.

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2020Investigating high-speed rail constructions support to county level regional development in China: An eigenvector based spatial filtering panel data analysis. (2020). Zhang, Yaojun ; Murakami, Daisuke ; Yu, Danlin ; Li, Guangdong ; Wang, Xiaoxi ; Wu, Xiwei . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:133:y:2020:i:c:p:21-37.

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2020The reconfiguration effect of Chinas high-speed railway on intercity connection ——A study based on media attention index. (2020). Sun, Weizeng ; Guo, Dongmei ; Wang, Rui ; Yang, Xiaolan. In: Transport Policy. RePEc:eee:trapol:v:95:y:2020:i:c:p:47-56.

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2020On the joint impact of high-speed rail and megalopolis policy on regional economic growth in China. (2020). Zhang, Fangni ; Liu, Wei ; Jiao, Jingjuan ; Yang, Zhiwei. In: Transport Policy. RePEc:eee:trapol:v:99:y:2020:i:c:p:20-30.

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2020The impact of high-speed rail on innovation: An empirical test of the companion innovation hypothesis of transportation improvement with China’s manufacturing firms. (2020). Gao, Yanyan ; Zheng, Jianghuai. In: World Development. RePEc:eee:wdevel:v:127:y:2020:i:c:s0305750x19304875.

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2020No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:88748.

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2020The Impacts of International Political and Economic Events on Japanese Financial Markets. (2020). Sultonov, Mirzosaid. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:43-:d:382078.

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2020Dynamic Transmissions and Volatility Spillovers between Global Price and U.S. Producer Price in Agricultural Markets. (2020). Tanaka, Tetsuji ; Guo, Jin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:83-:d:349624.

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2020Does High-Speed Railway Influence Convergence of Urban-Rural Income Gap in China?. (2020). Hilmola, Olli-Pekka ; Wang, Xuefang ; Li, Weidong. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4236-:d:361293.

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2020Transport Infrastructure Development and Economic Growth in China: Recent Evidence from Dynamic Panel System-GMM Analysis. (2020). Wang, Yong ; Fu, Caihui ; Lin, Justin Yifu ; Ke, Xiao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:14:p:5618-:d:383739.

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2020The Effectiveness of Self-Sufficiency Policy: International Price Transmissions in Beef Markets. (2020). Tanaka, Tetsuji ; Guo, Jin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6073-:d:391141.

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2020A Study on the Similarities and Differences of the Conventional Gasoline Spot Price Fluctuation Network between Different Harbors. (2020). Zhen, Zaili ; Wan, Bingyue ; Yan, XU ; Zhang, Wenbin ; Tian, Lixin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:710-:d:310393.

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2020A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. (2020). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202017.

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2021Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model. (2021). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202106.

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2020Dynamic Correlation and Risk Contagion Between “Black” Futures in China: A Multi-scale Variational Mode Decomposition Approach. (2020). Wang, Qunwei ; Zhou, Dequn ; Dai, Xingyu. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9857-y.

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2020A Non-parametric Test and Predictive Model for Signed Path Dependence. (2020). Dias, Fabio S ; Peters, Gareth W. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09934-7.

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2020Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions. (2020). Wochner, Daniel. In: KOF Working papers. RePEc:kof:wpskof:20-472.

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2020On Time Trend of COVID-19: A Panel Data Study. (2020). GAO, Jiti ; Peng, Bin ; Linton, Oliver ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-22.

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2020International price volatility transmission and structural change: a market connectivity analysis in the beef sector. (2020). Guo, Jin ; Tanaka, Tetsuji. In: Palgrave Communications. RePEc:pal:palcom:v:7:y:2020:i:1:d:10.1057_s41599-020-00657-x.

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2020What is creating the height premium? New evidence from a Mendelian randomization analysis in China. (2020). Chen, Qihui ; Zhu, Chen ; Kong, Guoshu ; Li, Yingxiang ; Wang, Jun. In: PLOS ONE. RePEc:plo:pone00:0230555.

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2020A Nonparametric Analysis of Energy Environmental Kuznets Curve in Chinese Provinces. (2020). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Song, Malin. In: MPRA Paper. RePEc:pra:mprapa:100769.

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2020Growth, development, and structural change at the firm-level: The example of the PR China. (2020). Dai, Shuanping ; Yang, Jangho ; Heinrich, Torsten. In: MPRA Paper. RePEc:pra:mprapa:105011.

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2020Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach. (2020). GUPTA, RANGAN ; Bouri, Elie ; Zhang, Yue-Jun. In: Working Papers. RePEc:pre:wpaper:202027.

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2020Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence. (2020). GUPTA, RANGAN ; Rojas, Omar ; Hkiri, Besma ; Coronado, Semei. In: Working Papers. RePEc:pre:wpaper:202060.

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2020Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities. (2020). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:202078.

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2020Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data. (2020). GUPTA, RANGAN ; Demirer, Riza ; Kotze, Kevin ; Bathia, Deven. In: Working Papers. RePEc:pre:wpaper:202083.

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2020Time-Varying Instrumental Variable Estimation. (2020). Marcellino, Massimiliano ; Kapetanios, George ; Giraitis, Luidas. In: Working Papers. RePEc:qmw:qmwecw:911.

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2020Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386.

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2020Examining the determinants of global and local price passthrough in cereal markets: evidence from DCC-GJR-GARCH and panel analyses. (2020). Tanaka, Tetsuji ; Guo, Jin. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:8:y:2020:i:1:d:10.1186_s40100-020-00173-1.

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2020Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate. (2020). Yan, Tianshun ; Wang, Wentao ; Zhao, Yanyong. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:2:d:10.1007_s00180-019-00875-1.

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2020The causality relationship between remittances and the real effective exchange rate: the case of the Kyrgyz Republic. (2020). Sultonov, Mirzosaid. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:14:y:2020:i:1:d:10.1007_s42495-019-00026-w.

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2020The Real Effects of Endogenous Defaults on the Interbank Market. (2020). Minesso Ferrari, Massimo. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:6:y:2020:i:3:d:10.1007_s40797-019-00104-0.

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2020Do directional predictions of US gasoline prices reveal asymmetries?. (2020). Bley, Jorg ; Baghestani, Hamid. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:2:d:10.1007_s12197-019-09496-2.

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2020Combining STRIPAT model and gated recurrent unit for forecasting nature gas consumption of China. (2020). Li, Keying ; Xiao, YI ; Wang, Shouyang ; Hu, YI. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:25:y:2020:i:7:d:10.1007_s11027-020-09918-1.

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2020Bahadur intercept with applications to one-sided testing. (2020). Lu, Zeng-Hua . In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0955-z.

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More than 100 citations found, this list is not complete...

Yongmiao Hong is editor of


Journal
Advanced Studies in Theoretical and Applied Econometrics

Works by Yongmiao Hong:


YearTitleTypeCited
2005Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach In: 2005 Annual meeting, July 24-27, Providence, RI.
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paper4
1999A New Test for ARCH Effects and Its Finite-Sample Performance. In: Journal of Business & Economic Statistics.
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article6
2004Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models In: Journal of Business & Economic Statistics.
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article31
1998Testing for pairwise serial independence via the empirical distribution function In: Journal of the Royal Statistical Society Series B.
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article2
2000Generalized spectral tests for serial dependence In: Journal of the Royal Statistical Society Series B.
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article28
1997One‐sided testing for conditional heteroskedasticity in time series models In: Journal of Time Series Analysis.
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article0
2011Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes In: Journal of Time Series Analysis.
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article5
1999M-Testing Using Finite and Infinite Dimensional Parameter Estimators In: University of California at San Diego, Economics Working Paper Series.
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paper1
2002Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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paper0
2001Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function In: Annals of Economics and Finance.
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article1
2001TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS In: Econometric Theory.
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article18
2001ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS In: Econometric Theory.
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article10
2003DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS In: Econometric Theory.
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article27
2007AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM In: Econometric Theory.
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article5
2010CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION In: Econometric Theory.
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article12
2012TESTING FOR THE MARKOV PROPERTY IN TIME SERIES In: Econometric Theory.
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article6
2016DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS In: Econometric Theory.
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article5
2018CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH In: Econometric Theory.
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article1
1995Consistent Specification Testing via Nonparametric Series Regression. In: Econometrica.
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article98
1996Consistent Testing for Serial Correlation of Unknown Form. In: Econometrica.
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article77
2004Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models In: Econometrica.
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article28
2000Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models.(2000) In: Center for Policy Research Working Papers.
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2005Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence In: Econometrica.
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article45
2012Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression In: Econometrica.
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article51
2004Specification Testing for Multivariate Time Series Volatility Models In: Econometric Society 2004 Far Eastern Meetings.
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paper0
2004Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity In: Econometric Society 2004 Far Eastern Meetings.
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paper0
2004Are the directions of stock price changes predictable? A generalized cross-spectral approach In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
paper0
2004Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
paper0
2000Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices In: Econometric Society World Congress 2000 Contributed Papers.
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paper1
2013Productivity spillovers among linked sectors In: China Economic Review.
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article0
2016Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city In: China Economic Review.
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article3
2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach In: China Economic Review.
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article18
2017Adaptive penalized splines for data smoothing In: Computational Statistics & Data Analysis.
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article0
2001A test for volatility spillover with application to exchange rates In: Journal of Econometrics.
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article195
2006Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? In: Journal of Econometrics.
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article28
2007Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates In: Journal of Econometrics.
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article31
2009Guest editors introduction In: Journal of Econometrics.
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2009Granger causality in risk and detection of extreme risk spillover between financial markets In: Journal of Econometrics.
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article94
2011Generalized spectral testing for multivariate continuous-time models In: Journal of Econometrics.
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article2
2014A unified approach to validating univariate and multivariate conditional distribution models in time series In: Journal of Econometrics.
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article2
2018Threshold autoregressive models for interval-valued time series data In: Journal of Econometrics.
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article2
2019Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling In: Energy Economics.
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article4
2011Financial volatility forecasting with range-based autoregressive volatility model In: Finance Research Letters.
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article29
2010Modeling the dynamics of Chinese spot interest rates In: Journal of Banking & Finance.
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article8
2012Are corporate bond market returns predictable? In: Journal of Banking & Finance.
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article15
2013How smooth is price discovery? Evidence from cross-listed stock trading In: Journal of International Money and Finance.
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article19
2008An empirical study on information spillover effects between the Chinese copper futures market and spot market In: Physica A: Statistical Mechanics and its Applications.
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article9
2016A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data In: Advances in Econometrics.
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chapter1
2001Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns In: Econometrics Working Papers Archive.
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paper9
1994Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series. In: Cornell - Department of Economics.
[Citation analysis]
paper0
2011TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH In: International Economic Review.
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article3
2007Detecting Misspecifications in Autoregressive Conditional Duration Models In: CAEPR Working Papers.
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paper0
2007Model-free evaluation of directional predictability in foreign exchange markets In: Journal of Applied Econometrics.
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article23
1994Autonomy and Incentives in Chinese State Enterprises In: The Quarterly Journal of Economics.
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article235
2005Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form In: Review of Economic Studies.
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article31
2005Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates In: Review of Financial Studies.
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article98
2006Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation In: Review of Financial Studies.
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article15
2007Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing In: MPRA Paper.
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paper2
2017An efficient integrated nonparametric entropy estimator of serial dependence In: Econometric Reviews.
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article0
2008Central limit theorems for generalized -statistics with applications in nonparametric specification In: Journal of Nonparametric Statistics.
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article3
2016Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling In: Quantitative Finance.
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article3
2003Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models In: The Review of Economics and Statistics.
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article44
2004ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models In: The Review of Economics and Statistics.
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article0
1995Chinas Evolving Managerial Labor Market. In: Journal of Political Economy.
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article130
2017TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES In: International Economic Review.
[Full Text][Citation analysis]
article1
2002Nonparametric specification testing for continuous-time models with application to spot interest rates In: SFB 373 Discussion Papers.
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paper10
2003Nonparametric Methods in Continuous-Time Finance: A Selective Review In: SFB 373 Discussion Papers.
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paper2

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