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Journal of econometrics
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1
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
Saved in:
2
Spurious regression and residual-based tests for cointegration in panel data
Kao, Chihwa
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10001353772
Saved in:
3
Validating forecasts of the joint probability density of bond yields : can affine models beat random walk?
Egorov, Alexej V.
;
Hong, Yongmiao
;
Li, Haitao
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 255-284
Persistent link: https://www.econbiz.de/10003376084
Saved in:
4
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
Saved in:
5
Granger causality in risk and detection of extreme risk spillover between financial markets
Hong, Yongmiao
;
Liu, Yanhui
;
Wang, Shouyang
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 271-287
Persistent link: https://www.econbiz.de/10003858904
Saved in:
6
Recent development in financial econometrics
Kuan, Chung-ming
(
contributor
);
Hong, Yongmiao
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003858949
Saved in:
7
Generalized spectral testing for multivariate continuous-time models
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 268-293
Persistent link: https://www.econbiz.de/10009301912
Saved in:
8
A unified approach to validating univariate and multivariate conditional distribution models in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10010254990
Saved in:
9
Misspecification test methods in econometrics : editoral
Cai, Zongwu
;
Hong, Yongmiao
;
Li, Qi
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10010254997
Saved in:
10
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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