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A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu; Ning, Cathy Q. - In: Journal of forecasting 41 (2022) 1, pp. 118-133
Persistent link: https://www.econbiz.de/10012796275
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Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan; Wang, Xinyu; Liu, Hening - In: Finance research letters 43 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
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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
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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
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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
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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
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Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications
Bu, Ruijun; Kim, Jihyun; Wang, Bin - In: Journal of econometrics 235 (2023) 2, pp. 1934-1954
Persistent link: https://www.econbiz.de/10014471437