Xibin Zhang : Citation Profile


Are you Xibin Zhang?

Monash University

8

H index

7

i10 index

215

Citations

RESEARCH PRODUCTION:

16

Articles

22

Papers

RESEARCH ACTIVITY:

   13 years (2002 - 2015). See details.
   Cites by year: 16
   Journals where Xibin Zhang has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 22 (9.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh72
   Updated: 2021-02-20    RAS profile: 2017-02-15    
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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 Xibin Zhang.

Is cited by:

Wong, Wing-Keung (40)

Lean, Hooi Hooi (26)

McAleer, Michael (17)

Shang, Han Lin (11)

LINTON, OLIVER (11)

Ruiz, Esther (9)

Veiga, Helena (8)

Whang, Yoon-Jae (7)

Maasoumi, Esfandiar (6)

Darné, Olivier (6)

CHARLES, Amelie (5)

Cites to:

King, Maxwell (29)

Shephard, Neil (18)

Yu, Jun (17)

Bollerslev, Tim (11)

Hyndman, Rob (11)

Rossi, Peter (10)

Geweke, John (8)

LINTON, OLIVER (8)

Campbell, John (8)

Racine, Jeffrey (8)

Engle, Robert (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 (2021 and 2020)


YearTitle of citing document
2020Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Hau, Nguyen Huu ; Tuong, Hoa Anh ; Tinh, Tran Trung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:1:p:28-69.

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2020Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Tuong, Hoa Anh ; Tinh, Tran Trung ; Hau, Nguyen Huu. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:1:p:28-69.

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2020Alternative estimation method of earnings growth rate for PEGR strategy. (2020). Hsu, Chuan-Hao ; Chiang, Yi-Chein ; Liao, Tung Liang ; Ke, Mei-Chu ; Wang, Ming-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300875.

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2020Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:295-325.

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2020Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (2020). Linton, Oliver ; Hong, Seok Young . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:389-424.

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2020Hypothesis testing based on a vector of statistics. (2020). Akram, Muhammad ; Zhang, Xibin ; King, Maxwell L. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:425-455.

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2020Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105.

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2021A data-driven framework for consistent financial valuation and risk measurement. (2021). Kirkby, Lars J ; Cui, Zhenyu ; Nguyen, Duy. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:381-398.

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2020Spatial patterns of mortality in the United States: A spatial filtering approach. (2020). Paez, Antonio ; Jevti, Petar ; Cupido, Kyran. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:28-38.

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2020Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

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2020Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints. (2020). , Antonio ; Antonio, ; Monteiro, Ana M. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:1:d:10.1007_s11147-019-09156-x.

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2020New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9.

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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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article27
2006A class of nonlinear stochastic volatility models and its implications for pricing currency options In: Computational Statistics & Data Analysis.
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article25
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: 25
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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article4
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: 4
paper
2015Bayesian estimation of a discrete response model with double rules of sample selection In: Computational Statistics & Data Analysis.
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article2
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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article18
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: 18
paper
2008Box-Cox stochastic volatility models with heavy-tails and correlated errors In: Journal of Empirical Finance.
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article10
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: 10
paper
2015A semiparametric panel approach to mortality modeling In: Insurance: Mathematics and Economics.
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article3
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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article27
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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This paper has another version. Agregated cites: 1
article
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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paper3
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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article1

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