8
H index
7
i10 index
200
Citations
Xibin Zhang : Citation Profile
Monash University | RESEARCH PRODUCTION: 16 Articles 22 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2002 - 2015). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Xibin Zhang. | Is cited by:
| Cites to:
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Main data
Where Xibin Zhang has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 5 |
| Journal of Time Series Analysis | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 22 |
Recent works citing Xibin Zhang (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Methods 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. Full description at Econpapers || Download paper |
| 2017 | Estimating 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. Full description at Econpapers || Download paper |
| 2019 | Exploring option pricing and hedging via volatility asymmetry. (2019). Veiga, Helena ; Casas, Isabel ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28234. Full description at Econpapers || Download paper |
| 2017 | Investigating 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. Full description at Econpapers || Download paper |
| 2018 | Data-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. Full description at Econpapers || Download paper |
| 2018 | Copula based generalized additive models for location, scale and shape with non-random sample selection. (2018). Wojty, Magorzata ; Radice, Rosalba ; Marra, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:1-14. Full description at Econpapers || Download paper |
| 2017 | Stochastic 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2017 | Semi-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. Full description at Econpapers || Download paper |
| 2017 | Stock 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. Full description at Econpapers || Download paper |
| 2017 | Threshold 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. Full description at Econpapers || Download paper |
| 2017 | Equity 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. Full description at Econpapers || Download paper |
| 2019 | Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626. Full description at Econpapers || Download paper |
| 2017 | Assessing 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. Full description at Econpapers || Download paper |
| 2019 | Threshold Stochastic Conditional Duration Model for Financial Transaction Data. (2019). Wirjanto, Tony S ; Kolkiewicz, Adam W ; Men, Zhongxian. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:88-:d:230954. Full description at Econpapers || Download paper |
| 2018 | Why Are Warrant Markets Sustained in Taiwan but Not in China?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3748-:d:176380. Full description at Econpapers || Download paper |
| 2018 | Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction. (2018). LINTON, OLIVER ; GAO, Jiti ; Cheng, Tingting. In: CeMMAP working papers. RePEc:ifs:cemmap:03/18. Full description at Econpapers || Download paper |
| 2019 | Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach. (2019). Zhang, Xibin ; Wang, Chuan ; Feng, Guohua . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:51:y:2019:i:1:d:10.1007_s11123-018-0542-x. Full description at Econpapers || Download paper |
| 2017 | Multi-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. Full description at Econpapers || Download paper |
| 2017 | Is 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. Full description at Econpapers || Download paper |
| 2017 | Is Wine a Good Choice for Investment?. (2017). Wong, Wing-Keung ; GUPTA, RANGAN ; Bouri, Elie ; Zhu, Zhenzhen. In: Working Papers. RePEc:pre:wpaper:201781. Full description at Econpapers || Download paper |
| 2017 | Income 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. Full description at Econpapers || Download paper |
| 2017 | Bandwidth 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. Full description at Econpapers || Download paper |
| 2018 | Birnbaum–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. Full description at Econpapers || Download paper |
| 2017 | Child 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. Full description at Econpapers || Download paper |
| 2018 | INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL. (2018). Han, Xixuan ; Yang, Hailiang ; Wei, Boyu. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:04:n:s0219024918500140. Full description at Econpapers || Download paper |
Works by Xibin Zhang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 14 |
| 2004 | A small-sample overlapping variance-ratio test In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
| 2004 | Assessment of Local Influence in GARCH Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2010 | Influence diagnostics for multivariate GARCH processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2006 | A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 25 |
| 2006 | A class of nonlinear stochastic volatility models and its implications for pricing currency options In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 23 |
| 2002 | A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options.(2002) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2012 | Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2010 | Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions.(2010) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2013 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Bayesian estimation of a discrete response model with double rules of sample selection In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2009 | A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2007 | A 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2008 | Box-Cox stochastic volatility models with heavy-tails and correlated errors In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
| 2004 | Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2015 | A semiparametric panel approach to mortality modeling In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 22 |
| 2002 | Estimation of Hyperbolic Diffusion Using MCMC Method In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2002 | Influence Diagnostics in GARCH Processes In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | A Monte Carlo Investigation of Some Tests for Stochastic Dominance In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 39 |
| 2004 | Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | A Bayesian approach to parameter estimation for kernel density estimation via transformations In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Bayesian semiparametric GARCH models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | A New Procedure For Multiple Testing Of Econometric Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Gaussian kernel GARCH models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | A Model Validation Procedure In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Semiparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Assessing dependence changes using nonparametric methods In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2007 | Country risk and the estimation of asset return distributions In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team