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Cui, Liyuan [Author] ; Hong, Yongmiao [Other]

A Nonparametric GMM Series Approach to Solving Multi-equation Asset Pricing Models with Recursive Preferences

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[S.l.]: SSRN, [2019]
Chen, Bin [Author] ; Hong, Yongmiao [Other]

Diagnosing Multivariate Continuous-Time Models with Application to Affine Term Structure Models

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[S.l.]: SSRN, [2005]
Hong, Yongmiao [Author] ; Zhou, Guofu [Other]; Tu, Jun [Other]

Asymmetries in Stock Returns : Statistical Tests and Economic Evaluation

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[S.l.]: SSRN, [2013]
Hong, Yongmiao [Author] ; Li, Haitao [Other]; Zhao, Feng [Other]

Can the Random Walk Model Be Beaten in Out-of-Sample Density Forecasts : Evidence from Intraday Foreign Exchange Rates

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[S.l.]: SSRN, [2011]
Hong, Yongmiao [Author] ; Kao, Chihwa [Other]

Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models

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[S.l.]: SSRN, [2011]

Published in: Center for Policy Research Working Paper ; No. 32
Hong, Yongmiao [Author] ; Lin, Hai [Other]; Wang, Shouyang [Other]

Modeling the Dynamics of Chinese Spot Interest Rates

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[S.l.]: SSRN, [2010]
Hong, Yongmiao [Author] ; Lee, Yoon-Jin [Other]

Detecting Misspecifications in Autoregressive Conditional Duration Models

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[S.l.]: SSRN, [2007]

Published in: CAEPR Working Paper ; No. 2007-019
Hong, Yongmiao [Author] ; Li, Haitao [Other]; Egorov, Alexei V. [Other]

Forecasting the Joint Probability Density of Bond Yields : Can Affine Models Beat Random Walk?

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[S.l.]: SSRN, [2003]
Hong, Yongmiao [Author] ; Lee, Tae-Hwy [Other]

Inferences on Predictability of Foreign Exchange Rates Via Generalized Spectrum and Nonlinear Models

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[S.l.]: SSRN, [2002]
Hong, Yongmiao [Author] ; Li, Haitao [Other]

Nonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest Rates

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[S.l.]: SSRN, [2002]
Fu, Zhonghao [Author] ; Hong, Yongmiao [Other]; Wang, Xia [Other]

Estimating and Testing for Multiple Distributional Structural Breaks via a Characteristic Function Approach

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[S.l.]: SSRN, [2020]
Cui, Liyuan [Author] ; Hong, Yongmiao [Other]; Li, Yingxing [Other]

Solving Euler Equations via Two-Stage Nonparametric Penalized Splines

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[S.l.]: SSRN, [2020]
Fu, Zhonghao [Author] ; Hong, Yongmiao [Other]; Wang, Xia [Other]

Testing for Structural Changes in Large Dimensional Factor Models via Discrete Fourier Transform

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[S.l.]: SSRN, [2020]
Li, Haitao [Author] ; Hong, Yongmiao [Other]; Zhao, Feng [Other]

Out-of-Sample Performance of Spot Interest Rate Models

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[S.l.]: SSRN, [2002]
Chen, Qingqing [Author]; Hong, Yongmiao [Author]

Predictability of Equity Returns over Different Time Horizons : A Nonparametric Approach

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[S.l.]: SSRN, [2022]
Cai, Zongwu [Author]; Hong, Yongmiao [Author]

Nonparametric Methods in Continuous-Time Finance: A Selective Review

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Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 2003
Hong, Yongmiao [Author]; Li, Haitao [Author]

Nonparametric specification testing for continuous-time models with application to spot interest rates

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Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 2002
Cui, Liyuan [Author] ; Hong, Yongmiao [Other]; Li, Yingxing [Other]; Wang, Junhui [Other]

A Machine Learning Approach to Estimating Large Positive Definite Covariance Matrix of High Frequency Data

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[S.l.]: SSRN, [2019]
Chen, Xingyi [Author]; Hong, Yongmiao [Author]; Li, Haiqi [Author]

Adaptive Shrinkage Estimation of High Dimensional Moment Condition Model with Smooth Structural Changes

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[S.l.]: SSRN, [2021]
Li, Haiqi [Author]; Zhou, Jin [Author]; Hong, Yongmiao [Author]

Estimating and Testing for Smooth Structural Changes in Moment Condition Models

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[S.l.]: SSRN, [2021]

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