Yongchang Hui

Hong Kong Baptist University (HKBU)

Kowloon

Hong Kong

SCHOLARLY PAPERS

2

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30

SSRN CITATIONS

0

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0

Scholarly Papers (2)

1.

Revisiting the Hiemstra-Jones Test

Number of pages: 13 Posted: 25 Oct 2016 Last Revised: 03 Nov 2016
Zhidong Bai, Yongchang Hui and Wing-Keung Wong
Northeast Normal University, Hong Kong Baptist University (HKBU) and Asia University, Department of Finance
Downloads 30 (471,170)

Abstract:

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Hiemstra-Jones test, Nonlinear Granger Causality

2.

A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications

Posted: 06 Mar 2015 Last Revised: 09 Mar 2016
Zhidong Bai, Yongchang Hui and Wing-Keung Wong
Northeast Normal University, Hong Kong Baptist University (HKBU) and Asia University, Department of Finance

Abstract:

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Nonlinearity, U-statistics, Volterra expansion, sunspots, efficient market, simulation