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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
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Modeling the dynamics of Chinese spot interest rates
Hong, Yongmiao; Lin, Hai; Wang, Shouyang - In: Journal of banking & finance 34 (2010) 5, pp. 1047-1061
Persistent link: https://www.econbiz.de/10003971358
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Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin; Hong, Yongmiao - In: Econometric theory 26 (2010) 4, pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
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Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao; Tu, Jun; Zhou, Guofu - In: The review of financial studies 20 (2007) 5, pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
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Model-free evaluation of directional predictability in foreign exchange markets
Chung, Jaehun; Hong, Yongmiao - In: Journal of applied econometrics 22 (2007) 5, pp. 855-889
Persistent link: https://www.econbiz.de/10003550888
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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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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
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Recent development in financial econometrics
Kuan, Chung-ming (contributor); Hong, Yongmiao (contributor) - 2009
Persistent link: https://www.econbiz.de/10003858949
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Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
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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