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Nonparametric model validations for hidden Markov models with applications in financial econometrics
Zhao, Zhibiao
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10009270648
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Locally stationary quantile regression for inflation and interest rates
Xu, Zhuying
;
Kim, Seonjin
;
Zhao, Zhibiao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 838-851
Persistent link: https://www.econbiz.de/10013534562
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Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
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