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Author ID: hong.yongmiao Recent zbMATH articles by "Hong, Yongmiao"
Published as: Hong, Yongmiao
Homepage: https://people.ucas.edu.cn/~ymhong?language=en
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

35 Publications have been cited 505 times in 378 Documents Cited by Year
Consistent specification testing via nonparametric series regression. Zbl 0941.62125
Hong, Yongmiao; White, Halbert
75
1995
Consistent testing for serial correlation of unknown form. Zbl 0960.62559
Hong, Yongmiao
56
1996
Hypothesis testing in time series via the empirical characteristic function: A generalized spectral density approach. Zbl 1072.62632
Hong, Yongmiao
45
1999
Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Zbl 1152.91729
Hong, Yongmiao; White, Halbert
37
2005
Testing for smooth structural changes in time series models via nonparametric regression. Zbl 1274.62557
Chen, Bin; Hong, Yongmiao
32
2012
A test for volatility spillover with application to exchange rates. Zbl 1053.62118
Hong, Yongmiao
30
2001
Testing for independence between two covariance stationary time series. Zbl 1029.62500
Hong, Yongmiao
30
1996
Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form. Zbl 1181.91272
Hong, Yongmiao; Lee, Yoon-Jin
19
2005
Generalized spectral tests for serial dependence. Zbl 0963.62043
Hong, Yongmiao
18
2000
Wavelet-based testing for serial correlation of unknown form in panel models. Zbl 1141.62359
Hong, Yongmiao; Kao, Chihwa
17
2004
Testing for pairwise serial independence via the empirical distribution function. Zbl 0910.62046
Hong, Yongmiao
14
1998
Granger causality in risk and detection of extreme risk spillover between financial markets. Zbl 1429.62670
Hong, Yongmiao; Liu, Yanhui; Wang, Shouyang
13
2009
Testing for serial correlation of unknown form using wavelet methods. Zbl 0976.62037
Lee, Jin; Hong, Yongmiao
12
2001
Interval time series analysis with an application to the sterling-dollar exchange rate. Zbl 1177.91113
Han, Ai; Hong, Yongmiao; Lai, K. K.; Wang, Shouyang
10
2008
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression. Zbl 1294.62093
Chen, Bin; Hong, Yongmiao
9
2010
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates. Zbl 1418.62469
Hong, Yongmiao; Li, Haitao; Zhao, Feng
8
2007
Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes. Zbl 1290.62076
Hong, Yongmiao; Lee, Yoon-Jin
8
2011
Diagnostic checking for the adequacy of nonlinear time series models. Zbl 1441.62737
Hong, Yongmiao; Lee, Tae-Hwy
7
2003
Testing for the Markov property in time series. Zbl 1234.62119
Chen, Bin; Hong, Yongmiao
6
2012
One-sided testing for conditional hetroskedasticity in time series models. Zbl 0937.62089
Hong, Yongmiao
6
1997
Characteristic function based testing for conditional independence: a nonparametric regression approach. Zbl 1393.62019
Wang, Xia; Hong, Yongmiao
6
2018
One-sided testing for ARCH effects using wavelets. Zbl 1017.62078
Hong, Yongmiao; Lee, Jin
6
2001
A loss function approach to model specification testing and its relative efficiency. Zbl 1293.62100
Hong, Yongmiao; Lee, Yoon-Jin
6
2013
Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? Zbl 1418.62379
Egorov, Alexei V.; Hong, Yongmiao; Li, Haitao
5
2006
Threshold autoregressive models for interval-valued time series data. Zbl 1452.62681
Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang
5
2018
Central limit theorems for generalized \(U\)-statistics with applications in nonparametric specification. Zbl 1359.62100
Gao, Jiti; Hong, Yongmiao
5
2007
Testing strict stationarity with applications to macroeconomic time series. Zbl 1403.91275
Hong, Yongmiao; Wang, Xia; Wang, Shouyang
4
2017
Detecting for smooth structural changes in GARCH models. Zbl 1441.62634
Chen, Bin; Hong, Yongmiao
3
2016
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling. Zbl 1400.91691
Yang, Wei; Han, Ai; Hong, Yongmiao; Wang, Shouyang
3
2016
Adaptive penalized splines for data smoothing. Zbl 1466.62223
Yang, Lianqiang; Hong, Yongmiao
3
2017
Some recent developments in nonparametric finance. Zbl 1190.91150
Cai, Zongwu; Hong, Yongmiao
2
2009
A unified approach to validating univariate and multivariate conditional distribution models in time series. Zbl 1293.62181
Chen, Bin; Hong, Yongmiao
2
2014
Generalized spectral testing for multivariate continuous-time models. Zbl 1441.62635
Chen, Bin; Hong, Yongmiao
1
2011
Time-varying model averaging. Zbl 1471.62543
Sun, Yuying; Hong, Yongmiao; Lee, Tae-Hwy; Wang, Shouyang; Zhang, Xinyu
1
2021
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models. Zbl 07486137
He, Yanan; Han, Ai; Hong, Yongmiao; Sun, Yuying; Wang, Shouyang
1
2021
Time-varying model averaging. Zbl 1471.62543
Sun, Yuying; Hong, Yongmiao; Lee, Tae-Hwy; Wang, Shouyang; Zhang, Xinyu
1
2021
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models. Zbl 07486137
He, Yanan; Han, Ai; Hong, Yongmiao; Sun, Yuying; Wang, Shouyang
1
2021
Characteristic function based testing for conditional independence: a nonparametric regression approach. Zbl 1393.62019
Wang, Xia; Hong, Yongmiao
6
2018
Threshold autoregressive models for interval-valued time series data. Zbl 1452.62681
Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang
5
2018
Testing strict stationarity with applications to macroeconomic time series. Zbl 1403.91275
Hong, Yongmiao; Wang, Xia; Wang, Shouyang
4
2017
Adaptive penalized splines for data smoothing. Zbl 1466.62223
Yang, Lianqiang; Hong, Yongmiao
3
2017
Detecting for smooth structural changes in GARCH models. Zbl 1441.62634
Chen, Bin; Hong, Yongmiao
3
2016
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling. Zbl 1400.91691
Yang, Wei; Han, Ai; Hong, Yongmiao; Wang, Shouyang
3
2016
A unified approach to validating univariate and multivariate conditional distribution models in time series. Zbl 1293.62181
Chen, Bin; Hong, Yongmiao
2
2014
A loss function approach to model specification testing and its relative efficiency. Zbl 1293.62100
Hong, Yongmiao; Lee, Yoon-Jin
6
2013
Testing for smooth structural changes in time series models via nonparametric regression. Zbl 1274.62557
Chen, Bin; Hong, Yongmiao
32
2012
Testing for the Markov property in time series. Zbl 1234.62119
Chen, Bin; Hong, Yongmiao
6
2012
Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes. Zbl 1290.62076
Hong, Yongmiao; Lee, Yoon-Jin
8
2011
Generalized spectral testing for multivariate continuous-time models. Zbl 1441.62635
Chen, Bin; Hong, Yongmiao
1
2011
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression. Zbl 1294.62093
Chen, Bin; Hong, Yongmiao
9
2010
Granger causality in risk and detection of extreme risk spillover between financial markets. Zbl 1429.62670
Hong, Yongmiao; Liu, Yanhui; Wang, Shouyang
13
2009
Some recent developments in nonparametric finance. Zbl 1190.91150
Cai, Zongwu; Hong, Yongmiao
2
2009
Interval time series analysis with an application to the sterling-dollar exchange rate. Zbl 1177.91113
Han, Ai; Hong, Yongmiao; Lai, K. K.; Wang, Shouyang
10
2008
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates. Zbl 1418.62469
Hong, Yongmiao; Li, Haitao; Zhao, Feng
8
2007
Central limit theorems for generalized \(U\)-statistics with applications in nonparametric specification. Zbl 1359.62100
Gao, Jiti; Hong, Yongmiao
5
2007
Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? Zbl 1418.62379
Egorov, Alexei V.; Hong, Yongmiao; Li, Haitao
5
2006
Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Zbl 1152.91729
Hong, Yongmiao; White, Halbert
37
2005
Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form. Zbl 1181.91272
Hong, Yongmiao; Lee, Yoon-Jin
19
2005
Wavelet-based testing for serial correlation of unknown form in panel models. Zbl 1141.62359
Hong, Yongmiao; Kao, Chihwa
17
2004
Diagnostic checking for the adequacy of nonlinear time series models. Zbl 1441.62737
Hong, Yongmiao; Lee, Tae-Hwy
7
2003
A test for volatility spillover with application to exchange rates. Zbl 1053.62118
Hong, Yongmiao
30
2001
Testing for serial correlation of unknown form using wavelet methods. Zbl 0976.62037
Lee, Jin; Hong, Yongmiao
12
2001
One-sided testing for ARCH effects using wavelets. Zbl 1017.62078
Hong, Yongmiao; Lee, Jin
6
2001
Generalized spectral tests for serial dependence. Zbl 0963.62043
Hong, Yongmiao
18
2000
Hypothesis testing in time series via the empirical characteristic function: A generalized spectral density approach. Zbl 1072.62632
Hong, Yongmiao
45
1999
Testing for pairwise serial independence via the empirical distribution function. Zbl 0910.62046
Hong, Yongmiao
14
1998
One-sided testing for conditional hetroskedasticity in time series models. Zbl 0937.62089
Hong, Yongmiao
6
1997
Consistent testing for serial correlation of unknown form. Zbl 0960.62559
Hong, Yongmiao
56
1996
Testing for independence between two covariance stationary time series. Zbl 1029.62500
Hong, Yongmiao
30
1996
Consistent specification testing via nonparametric series regression. Zbl 0941.62125
Hong, Yongmiao; White, Halbert
75
1995
all top 5

Cited by 546 Authors

22 Hong, Yongmiao
14 Duchesne, Pierre
12 Li, Qi
9 Hidalgo, Javier
9 Wang, Shouyang
8 Gao, Jiti
8 Su, Liangjun
7 Escanciano, Juan Carlos
6 Linton, Oliver Bruce
5 Fernandes, Marcelo
5 Gencay, Ramazan
5 Hill, Jonathan B.
5 Meintanis, Simos G.
5 Rémillard, Bruno N.
5 Sun, Yuying
5 Velasco, Carlos I. Hoyos
5 Zhu, Ke
4 Chen, Bin
4 Dette, Holger
4 Fan, Yanqin
4 Hsiao, Cheng
4 Lee, Sangyeol
4 Lee, Tae-Hwy
4 Lee, Yoonjin
4 Li, Degui
4 Li, Linyuan
4 Sun, Yiguo
4 Volgushev, Stanislav
4 White, Halbert Lynn jun.
3 Breunig, Christoph
3 Brito, Paula
3 Cai, Zongwu
3 Campajola, Carlo
3 Delgado, Miguel Ángel
3 Ghoudi, Kilani
3 Hallin, Marc
3 Hlávka, Zdeněk
3 Hušková, Marie
3 Jacho-Chávez, David Tomás
3 Kapetanios, George
3 Kley, Tobias
3 Koul, Hira Lal
3 Li, Haitao
3 Lillo, Fabrizio
3 Maasoumi, Esfandiar
3 Mainassara, Yacouba Boubacar
3 Nadarajah, Saralees
3 Perera, Indeewara
3 Phillips, Peter Charles Bonest
3 Racine, Jeffrey Scott
3 Roy, Roch
3 Shao, Xiaofeng
3 Tjøstheim, Dag B.
3 Ullah, Aman
3 Zhang, Yonghui
3 Zhao, Zhibiao
2 Aguilar, Mike
2 Andersen, Torben G.
2 Bagnato, Luca
2 Bierens, Herman J.
2 Bouhaddioui, Chafik
2 Cho, Jin Seo
2 Davis, Richard A.
2 De Capitani, Lucio
2 Du, Zaichao
2 Egorov, Alexei V.
2 Eichler, Michael
2 Fang, Ying
2 Fisher, Thomas J.
2 Furno, Marilena
2 Genest, Christian
2 Gozalo, Pedro L.
2 Guay, Alain
2 Guerre, Emmanuel
2 Han, Ai
2 Jeong, Kiho
2 Kim, Eunhee
2 Kim, Seonjin
2 Kirch, Claudia
2 Kokoszka, Piotr S.
2 Lafuente-Rego, Borja
2 Landajo, Manuel
2 Lee, Eun Ryung
2 Li, Dingding
2 Li, Hongjun
2 Li, Wai Keung
2 Li, Yingxing
2 Liu, Xiaoquan
2 Lobato, Ignacio Norberto
2 Loubaton, Philippe
2 Lu, Zudi
2 Luati, Alessandra
2 Mammen, Enno
2 Mantalos, Panagiotis
2 Maté, Carlos G.
2 Matilla-García, Mariano
2 Mazzarisi, Piero
2 Proietti, Tommaso
2 Psaradakis, Zacharias
2 Punzo, Antonio
...and 446 more Authors
all top 5

Cited in 71 Serials

93 Journal of Econometrics
32 Econometric Theory
25 Econometric Reviews
18 Computational Statistics and Data Analysis
15 Economics Letters
14 Journal of Time Series Analysis
12 Journal of Multivariate Analysis
11 Journal of Statistical Planning and Inference
10 The Annals of Statistics
9 Test
8 Quantitative Finance
7 Communications in Statistics. Theory and Methods
7 European Journal of Operational Research
7 Journal of Applied Statistics
6 Journal of Statistical Computation and Simulation
6 Journal of Nonparametric Statistics
5 The Canadian Journal of Statistics
5 Journal of the American Statistical Association
5 Bernoulli
5 Electronic Journal of Statistics
4 Statistics & Probability Letters
4 Journal of Economic Dynamics & Control
4 The Econometrics Journal
3 Annals of the Institute of Statistical Mathematics
3 Computational Statistics
2 Metrika
2 Mathematics and Computers in Simulation
2 Acta Mathematicae Applicatae Sinica. English Series
2 Statistics
2 Statistical Science
2 Communications in Statistics. Simulation and Computation
2 Statistical Papers
2 Methodology and Computing in Applied Probability
2 Journal of Systems Science and Complexity
2 Asia-Pacific Financial Markets
2 Sankhyā. Series B
1 Physica A
1 Scandinavian Journal of Statistics
1 Chaos, Solitons and Fractals
1 Fuzzy Sets and Systems
1 Journal of Computational and Applied Mathematics
1 Opsearch
1 Moscow University Computational Mathematics and Cybernetics
1 Journal of the Japan Statistical Society
1 Revista Colombiana de Estadística
1 Physica D
1 Computers & Operations Research
1 International Journal of Approximate Reasoning
1 Computational Economics
1 Applied and Computational Harmonic Analysis
1 Statistica Sinica
1 Mathematical Communications
1 Chaos
1 Journal of the Royal Statistical Society. Series C. Applied Statistics
1 Communications in Nonlinear Science and Numerical Simulation
1 Statistical Modelling
1 Journal of Machine Learning Research (JMLR)
1 Journal of Statistical Mechanics: Theory and Experiment
1 Journal of Forecasting
1 Journal of the Korean Statistical Society
1 Advances in Data Analysis and Classification. ADAC
1 Statistical Analysis and Data Mining
1 Journal of Statistical Theory and Practice
1 Discrete Mathematics, Algorithms and Applications
1 Statistics Surveys
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Quantitative Economics
1 Chilean Journal of Statistics
1 Random Matrices: Theory and Applications
1 Statistics and Computing
1 Cogent Mathematics

Citations by Year