Binbin Guo

First Quadrant, L.P.

Associate Director

800 E. Colorado Blvd. Suite 900

Pasadena, CA 91101

United States

  • First Quadrant, L.P.

SCHOLARLY PAPERS

5

DOWNLOADS

1,654

TOTAL CITATIONS

14

Scholarly Papers (5)

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1.

Currency Risk Hedging with Time-Varying Correlations

UC Santa Cruz Economics Working Paper No. 539
Number of pages: 15 Posted: 30 May 2003
Binbin Guo
First Quadrant, L.P.
Downloads 508 (116,825)
Citation 1

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2.

Testing for Autocorrelation and Unit Roots in the Presence of Conditional Heteroskedasticity of Unknown Form

UC Santa Cruz Economics Working Paper No. 540
Number of pages: 56 Posted: 11 Nov 2003
Binbin Guo and Peter C. B. Phillips
First Quadrant, L.P. and University of Auckland Business School
Downloads 442 (138,157)
Citation 7

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Autoregression, Box Pierce test, conditional GLS, conditional heteroskedasticity, DW test, g-test, LM test, gl-test, serial correlation test, DF test, unit root test

3.

Efficient Estimation of Stock Volatility

UC Santa Cruz Economics Working Paper No. 543
Number of pages: 35 Posted: 04 Jun 2003
Binbin Guo and Peter C. B. Phillips
First Quadrant, L.P. and University of Auckland Business School
Downloads 337 (187,278)

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AR-ARCH, conditional GLS, conditional heteroskedasticity, efficient IV, restricted ARCH, stock volatility, inflation rate, unit root

4.

Efficient Regression in Time Series Partial Linear Models

Number of pages: 47 Posted: 01 Jun 2002
Peter C. B. Phillips, Binbin Guo and Zhijie Xiao
University of Auckland Business School, First Quadrant, L.P. and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 216 (294,417)

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Efficient Estimation, Partial Linear Regression, Spectral Regression, Kernel Estimation, Nonparametric, Semiparametric, Weak Dependence

5.

Efficient Estimation of Second Moment Parameters in Arch Models

UC Santa Cruz Economics Working Paper No. 541
Number of pages: 42 Posted: 09 Nov 2003
Binbin Guo and Peter C. B. Phillips
First Quadrant, L.P. and University of Auckland Business School
Downloads 151 (405,411)
Citation 6

Abstract:

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AR-ARCH, conditional GLS, conditional heteroskedasticity, efficient IV, restricted ARCH, unit root