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Can the random walk model be beaten in out-of-sample density forecasts? : Evidence form intraday foreign exchange rates
Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of econometrics 141 (2007) 2, pp. 736-776
Persistent link: https://www.econbiz.de/10003571349
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Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu; Hong, Yongmiao; Hsiao, Cheng - In: Journal of econometrics 206 (2018) 2, pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
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Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu (ed.); Hong, Yongmiao (ed.); Hsiao, Cheng (ed.);  … - 2018
Persistent link: https://www.econbiz.de/10012110385
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A test for volatility spillover with application to exchange rates
Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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Recent development in financial econometrics
Kuan, Chung-ming (contributor); Hong, Yongmiao (contributor) - 2009
Persistent link: https://www.econbiz.de/10003858949