The following pages link to Yongmiao Hong (Q193461):
Displaying 50 items.
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Adaptive penalized splines for data smoothing (Q1658463) (← links)
- Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Solving Euler equations via two-stage nonparametric penalized splines (Q2024465) (← links)
- Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
- A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
- A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
- Testing for serial correlation of unknown form using wavelet methods (Q2739266) (← links)
- Testing for smooth structural changes in time series models via nonparametric regression (Q2859083) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- Has Chinese Stock Market Become Efficient? Evidence from a New Approach (Q3527790) (← links)
- Some recent developments in nonparametric finance (Q3573037) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- (Q3640356) (← links)
- Testing for independence between two covariance stationary time series (Q3837368) (← links)
- Testing for Pairwise Serial Independence Via the Empirical Distribution Function (Q4214246) (← links)
- One‐sided testing for conditional heteroskedasticity in time series models (Q4221688) (← links)
- Generalized Spectral Tests for Serial Dependence (Q4506001) (← links)
- Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach (Q4541263) (← links)
- Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling (Q4554258) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
- (Q4807275) (← links)
- Consistent Specification Testing Via Nonparametric Series Regression (Q4859505) (← links)
- Consistent Testing for Serial Correlation of Unknown Form (Q4895049) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
- Forecasting interval-valued crude oil prices using asymmetric interval models (Q5051977) (← links)
- Estimating functions and derivatives via adaptive penalized splines (Q5082677) (← links)
- Foundations of Modern Econometrics (Q5221616) (← links)
- Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence (Q5393900) (← links)
- Central limit theorems for generalized<i>U</i>-statistics with applications in nonparametric specification (Q5457950) (← links)
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models (Q5475053) (← links)
- Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (Q5706648) (← links)
- DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
- Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models (Q5862427) (← links)
- A test for volatility spillover with application to exchange rates (Q5939173) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- Penalized time-varying model averaging (Q6108303) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
- Fast estimation of a large TVP-VAR model with score-driven volatilities (Q6556130) (← links)
- Yongmiao Hong, Oliver Linton, Jiajing Sun, and Meiting Zhu's contribution to the discussion of `the Discussion Meeting on Probabilistic and statistical aspects of machine learning' (Q6569515) (← links)
