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Nonparametric estimation of jump diffusion models

Park, Joon Y.; Wang, Bin - In: Journal of econometrics 222 (2021) 1,3, pp. 688-715

Persistent link: https://www.econbiz.de/10012619778

Estimation of volatility functions in jump diffusions using truncated bipower increments

Kim, Jihyun; Park, Joon Y.; Wang, Bin - 2020

Persistent link: https://www.econbiz.de/10012216029

Estimation of volatility functions in jump diffusions using truncated bipower increments

Kim, Jihyun; Park, Joon Y.; Wang, Bin - In: Econometric theory 37 (2021) 5, pp. 926-958

Persistent link: https://www.econbiz.de/10012656389

The time-varying U.S. treasury bond demand elasticity

Wang, Bin - In: Economics letters 241 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015077966

Testing for the presence of jump components in jump diffusion models

Wang, Bin; Zheng, Xu - In: Journal of econometrics 230 (2022) 2, pp. 483-509

Persistent link: https://www.econbiz.de/10013464085

Measuring the natural rate of interest of China : a time varying perspective

Wang, Bin - In: Economics letters 176 (2019), pp. 117-120

Persistent link: https://www.econbiz.de/10012121251

The Natural Rate of Interest of Hong Kong

He, Yunlu; Wang, Bin - 2021

We measure the natural rate of interest of Hong Kong in a flexible VAR model. We find that the natural rate of interest of Hong Kong fell below zero after the SARS shock in 2003 and reached the lowest after the great recession in 2007-2009. Variance decomposition shows that mainland China,...

Persistent link: https://www.econbiz.de/10013212180

The natural rate of interest of Hong Kong

He, Yunlu; Wang, Bin - In: Pacific economic review 29 (2024) 1, pp. 44-54

Persistent link: https://www.econbiz.de/10014468880

Bayesian analysis for functional coefficient conditional autoregressive range model with applications

Wang, Bin; Qian, Yixin; Yu, Enping - In: Economic modelling 144 (2025), pp. 1-12

Persistent link: https://www.econbiz.de/10015193856

Event history, spatial analysis and count data methods for empirical research in information systems

Kauffman, Robert J.; Techatassanasoontorn, Angsana A.; … - In: Information technology and management 13 (2012) 3, pp. 115-147

Persistent link: https://www.econbiz.de/10009619202