.
Hong, Yongmiao's
Scholarly Papers
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Aggregate Statistics
Total 2,925
Total Citations 82
1.
Li, Haitao University of Michigan - Stephen M. Ross School of Business
Hong, Yongmiao Cornell University - Department of Economics
Zhao, Feng University of Texas at Dallas - Jindal School of Management
500(25,434)
10
Density forecasts, Diffusion model, GARCH, Generalized spectrum, Jumps, Out-of-sample forecasts, Nonlinear time series, Parameter estimation uncertainty, Regime-Switching, Short-term interest rate, Transition density
2.
Hong, Yongmiao Cornell University - Department of Economics
Li, Haitao University of Michigan - Stephen M. Ross School of Business
Zhao, Feng University of Texas at Dallas - Jindal School of Management
492(25,966)
8
density forecasts, eurodollar, GARCH, intraday exchange rate, jumps, maximum likelihood estimation, nonlinear time series, out-of-sample forecasts, regime-switching
3.
Hong, Yongmiao Cornell University - Department of Economics
Li, Haitao University of Michigan - Stephen M. Ross School of Business
460(28,393)
17
Boundary bias, Continuous-time model, Generalized residual, Hellinger metric, Kernel method, Parameter estimation uncertainty, Probability integral transform, Quadratic form, Short-term interest rate, Transition density
4.
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
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Hong, Yongmiao Cornell University - Department of Economics
Zhou, Guofu Washington University in St. Louis - Olin School of Business
Posted:
15 Jan 04
Last Revised:
29 Jul 10
355(39,375)
25
Hong, Yongmiao Cornell University - Department of Economics
Zhou, Guofu Washington University in St. Louis - Olin School of Business
0
Hong, Yongmiao Cornell University - Department of Economics
Zhou, Guofu Washington University in St. Louis - Olin School of Business
Tu, Jun Singapore Management University
355
25
5.
Hong, Yongmiao Cornell University - Department of Economics
Li, Haitao University of Michigan - Stephen M. Ross School of Business
Egorov, Alexei V. West Virginia University - College of Business & Economics
346(40,640)
6
Density forecast, Affine term structure models, Probability integral transform, Financial risk management, Value-at-Risk, Fixed-income portfolio management
6.
Hong, Yongmiao Cornell University - Department of Economics
Lee, Tae-Hwy University of California, Riverside - Department of Economics
298(48,536)
8
bootstrap, combined forecast, data snooping, directional forecast, functional-coefficient model, generalized spectral test, martingale, moving average technical trading rule, nonlinearity in mean, trading return
7.
Hong, Yongmiao Cornell University - Department of Economics
Lin, Hai Xiamen University - Department of Finance
Wang, Shouyang Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Posted:
14 Oct 08
Last Revised:
26 Nov 10
137(105,727)
2
Spot rate models, Term structure of interest rates, Market segmentation, Nonparametric specification tests
8.
Chen, Bin University of Rochester
Hong, Yongmiao Cornell University - Department of Economics
134(107,724)
Affine jump diffusion model, Affine term structure model, Conditional characteristic function, Generalized cross-spectrum, Levy processes, Multivariate continuous-time model
9.
Hong, Yongmiao Cornell University - Department of Economics
Lee, Yoon-Jin Indiana University Bloomington - Department of Economics
129(111,181)
1
Autoregressive Conditional Duration, Dispersion Clustering, Finite Sample Correction, Generalized Spectral Derivative, Nonlinear Time Series, Parameter Estimation Uncertainty, Wooldridge's Device
10.
Chen, Haiqiang Xiamen University - Wang Yanan Institute for studies in Economics
Choi, Paul Moon Sub Ewha School of Business
Hong, Yongmiao Cornell University - Department of Economics
Posted:
21 Aug 11
Last Revised:
27 Feb 12
59(185,110)
Price discovery, Information share, Threshold error correction model, Smooth trasition error correction model
11.
Hong, Yongmiao Cornell University - Department of Economics
Kao, Chihwa Syracuse University
10(309,993)
4
Error component, Panel model, Hypothesis testing, Serial correlation of unknown form, Spectral peak, Unbalanced panel data, Wavelet
12.
Hong, Yongmiao Cornell University - Department of Economics
Lee, Yoon-Jin affiliation not provided to SSRN
3(330,702)
1
Autoregressive conditional duration, dispersion clustering, finite sample correction, generalized spectral derivative, nonlinear time series, parameter estimation uncertainty, Wooldridge's Device
13.
McCloud, Nadine University of the West Indies (Mona) - Department of Economics
Hong, Yongmiao Cornell University - Department of Economics
2(335,455)
14.
Chen, Bin University of Rochester
Hong, Yongmiao Cornell University - Department of Economics
Conditional characteristic function, Goodness-of-fit, Multifactor continuous-time Markov model, Nonparametric regression
15.
Hong, Yongmiao Cornell University - Department of Economics
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