Xibin Zhang : Citation Profile


Are you Xibin Zhang?

Monash University

8

H index

6

i10 index

188

Citations

RESEARCH PRODUCTION:

16

Articles

22

Papers

RESEARCH ACTIVITY:

   13 years (2002 - 2015). See details.
   Cites by year: 14
   Journals where Xibin Zhang has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 22 (10.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh72
   Updated: 2018-08-18    RAS profile: 2017-02-15    
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Relations with other researchers


Works with:

King, Maxwell (5)

Shang, Han Lin (3)

GAO, Jiti (2)

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

Is cited by:

Wong, Wing-Keung (35)

Lean, Hooi Hooi (25)

McAleer, Michael (16)

Shang, Han Lin (11)

LINTON, OLIVER (10)

Ruiz, Esther (8)

Whang, Yoon-Jae (7)

Maasoumi, Esfandiar (6)

Darné, Olivier (6)

Veiga, Helena (6)

HOANG, Thi Hong Van (5)

Cites to:

King, Maxwell (28)

Yu, Jun (17)

Hyndman, Rob (11)

Ait-Sahalia, Yacine (10)

Rossi, Peter (10)

Bollerslev, Tim (9)

Wong, Wing-Keung (9)

LINTON, OLIVER (8)

Racine, Jeffrey (8)

Bauwens, Luc (7)

Geweke, John (7)

Main data


Where Xibin Zhang has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis5
Journal of Time Series Analysis3

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics22

Recent works citing Xibin Zhang (2018 and 2017)


YearTitle of citing document
2017Methods for Scalar-on-Function Regression. (2017). Shang, Han Lin ; Ogden, Todd R ; Goldsmith, Jeff ; Reiss, Philip T. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:2:p:228-249.

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2017Estimating the density of ethnic minorities and aged people in Berlin: multivariate kernel density estimation applied to sensitive georeferenced administrative data protected via measurement error. (2017). Gross, Marcus ; Tzavidis, Nikos ; Schmon, Sebastian ; Schmid, Timo ; Rendtel, Ulrich. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:1:p:161-183.

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2017Investigating the risk-return trade-off for crude oil futures using high-frequency data. (2017). Xia, Xiao-Hua ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:152-161.

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2018Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints. (2018). Perrin, G ; Ouhbi, N ; Soize, C. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:139-154.

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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Wong, Wing-Keung ; Xiao, Zhijie . In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:666-678.

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2017A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model. (2017). Smyth, Russell ; Zhang, Xibin ; Chen, Haotian . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:346-354.

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2017Semi-parametric extensions of the Cairns–Blake–Dowd model: A one-dimensional kernel smoothing approach. (2017). Li, Han ; OHare, Colin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:166-176.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2017Threshold stochastic volatility: Properties and forecasting. (2017). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1105-1123.

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2017Equity index variance: Evidence from flexible parametric jump–diffusion models. (2017). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:85-103.

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2017Assessing CO2 emissions in Chinas iron and steel industry: A nonparametric additive regression approach. (2017). Lin, Boqiang ; Xu, Bin. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:72:y:2017:i:c:p:325-337.

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2018Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction. (2018). Cheng, Tingting ; Linton, Oliver ; Gao, Jiti. In: CeMMAP working papers. RePEc:ifs:cemmap:03/18.

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2017Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction. (2017). LINTON, OLIVER ; GAO, Jiti ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-13.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Is Wine a Good Choice for Investment?. (2017). Wong, Wing-Keung ; GUPTA, RANGAN ; Bouri, Elie ; Zhu, Zhenzhen . In: Working Papers. RePEc:pre:wpaper:201781.

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2017Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records. (2017). Wong, Wing-Keung ; Zhen, Zhu Zhen ; Valenzuela, Maria Rebecca. In: ADBI Working Papers. RePEc:ris:adbiwp:0662.

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2017Bandwidth matrix selectors for kernel regression. (2017). Kolaek, Jan ; Horova, Ivana . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-017-0709-3.

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2018Birnbaum–Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data. (2018). Ziane, Yasmina ; Adjabi, Smail ; Zougab, Nabil. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0712-8.

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2017Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia. (2017). Lu, Zeng-Hua ; Zhang, Xibin ; Zuo, Alec. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1339769.

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Works by Xibin Zhang:


YearTitleTypeCited
2005Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes In: Journal of Business & Economic Statistics.
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article14
2004A small-sample overlapping variance-ratio test In: Journal of Time Series Analysis.
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article3
2004Assessment of Local Influence in GARCH Processes In: Journal of Time Series Analysis.
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article8
2010Influence diagnostics for multivariate GARCH processes In: Journal of Time Series Analysis.
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article1
2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis.
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article24
2006A class of nonlinear stochastic volatility models and its implications for pricing currency options In: Computational Statistics & Data Analysis.
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article21
2002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options.(2002) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 21
paper
2012Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions In: Computational Statistics & Data Analysis.
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article5
2010Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions.(2010) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 5
paper
2014A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis.
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article3
2013A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 3
paper
2015Bayesian estimation of a discrete response model with double rules of sample selection In: Computational Statistics & Data Analysis.
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article1
2009A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics.
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article13
2007A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation..(2007) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 13
paper
2008Box-Cox stochastic volatility models with heavy-tails and correlated errors In: Journal of Empirical Finance.
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article8
2004Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors.(2004) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 8
paper
2015A semiparametric panel approach to mortality modeling In: Insurance: Mathematics and Economics.
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article1
2008The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions In: Mathematics and Computers in Simulation (MATCOM).
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article19
2002Estimation of Hyperbolic Diffusion Using MCMC Method In: Monash Econometrics and Business Statistics Working Papers.
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paper5
2002Influence Diagnostics in GARCH Processes In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2003Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2003A Monte Carlo Investigation of Some Tests for Stochastic Dominance In: Monash Econometrics and Business Statistics Working Papers.
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paper39
2004Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2006Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2010A Bayesian approach to parameter estimation for kernel density estimation via transformations In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2011Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2011Bayesian semiparametric GARCH models In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2011A New Procedure For Multiple Testing Of Econometric Models In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2012Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2015Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval.(2015) In: Econometric Reviews.
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2013Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2013Gaussian kernel GARCH models In: Monash Econometrics and Business Statistics Working Papers.
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2014A Model Validation Procedure In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2014Semiparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2014Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2015Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2007Assessing dependence changes using nonparametric methods In: Applied Financial Economics Letters.
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article1
2007Country risk and the estimation of asset return distributions In: Quantitative Finance.
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article0

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