AcademicsPublications
[1-20] [21-40] [41-60] [61-80] [81-100] [101-120] [121-140] [141-160] [161-180] [181-200] [201-220] [221-240] [241-260] [261-280] [281-300] [301-320] [321-340] [341-357]
- Jason Shachat, J. Todd Swarthout Auctioning the Right to Play Ultimatum Games and the Impact on Equilibrium Selection Games 201312052215
- Angelos Dassios, Hongbiao Zhao Exact Simulation of Hawkes Process with Exponentially Decaying Intensity Electron. Commun. Probab. 201312052211
- Jingyuan Liu, Runze Li, Rongling Wu Feature Selection for Varying Coefficient Models with Ultrahigh Dimensional Covariates Journal of the American Statistical Association 201312052212
- Cindy Shin-Huei Wang, Luc Bauwens, Cheng Hsiao Forecasting A Long Memory Process Subject to Structural Breaks Journal of Econometrics 201312052213
- Qian Han, Biao Guo, Bin Zhao The Nelson-Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components Journal of Futures Markets 201312052217
- Yun Wang The result of world powers in WTO: A cheap-talk game under different communication protocols China Economic Review 201312012387
- Cheng Hsiao, Qi Li, Jeffrey S. Racine A Consistent Model Specification Test with Mixed Discrete and Continuous Data Journal of Econometrics 201310142074
- Georges Bresson, Cheng Hsiao A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris Advances in Statistical Analysis 201310142130
- Yongmiao Hong, Yoon-Jin Lee A Loss Function Approach to Model Specification Testing and Its Relative Efficiency Annals of Statistics 201310142059
- Zongwu Cai, Linna Chen, Ying Fang A New Forecasting Model for USD/CNY Exchange Rate Studies in Nonlinear Dynamics & Econometrics 201310142135
- Cheng Hsiao, H. Steve Ching, Shui Ki Wan A Panel Data Approach for Program Evaluation — Measuring the Benefits of Political and Economic Integration of Hong Kong with Mainland China Journal of Applied Econometrics 201310142139
- Biao Guo, Qian Han, Maonan Liu, Doojin Ryu A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes between the China Financial Futures Exchange and the S Emerging Markets Finance and Trade 201310142180
- Sung Y. Park, Guochang Zhao An Estimation of U.S. Gasoline Demand: A Smooth Time-Varying Cointegration Approach Energy Economics 201310142107
- Yongmiao Hong, Yoon-Jin Lee An Improved Generalized Spectral Test For Conditional Mean Models In Time Series With ... Econometric Theory 201310142069
- Yongmiao Hong, Hai Lin, Chunchi Wu Are Corporate Bond Market Returns Predictable? Journal of Banking and Finance 201310142156
- Daniel Berkowitz, Mehmet Caner, Ying Fang Are “Nearly Exogenous Instruments” reliable? 201310142091
- Qian Han, Biao Guo, Doojin Ryu, Robert I. Webb* Asymmetric and Negative Return-Volatility Relationship: The Case of the VKOSPI Investment Analyst Journal 201310142159
- Yongmiao Hong, Jun Tu, Guofu Zhou Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation Review of Financial Studies 201310142070
- Kent Wang, Jiawei Li, Shicheng Huang Bad Beta Good Beta, State-space News Decomposition and the Cross-section of Stock Returns Accounting & Finance 201310142153
- Tingguo Zheng, Yujuan Teng, Tao Song Business Cycle Asymmetry in China: Evidence from Friedman’s Plucking Model China & World Economy 201310142127