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From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan; Qin, Jing; Zhou, Yong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
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Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Zhou, Yong; Wan, Alan T. K.; Xie, Shangyu; Wang, Xiaojing - In: Journal of econometrics 159 (2010) 1, pp. 183-201
Persistent link: https://www.econbiz.de/10008839929
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Estimation of fixed effects panel data partially linear additive regression models
Ai, Chunrong; You, Jinhong; Zhou, Yong - In: The econometrics journal 17 (2014) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10010498756
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Impact of national media reporting concerning COVID-19 on stock market in China : empirical evidence from a quantile regression
Zhang, Feipeng; Hong, Yun; Jiang, Yanhui; Yu, Jiayi - In: Applied economics 54 (2022) 33, pp. 3861-3881
Persistent link: https://www.econbiz.de/10013410838
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The asymmetric effect of G7 stock market volatility on predicting oil price volatility : evidence from quantile autoregression model
Zhang, Feipeng; Gao, Hongfu; Yuan, Di - In: Journal of commodity markets : JCM 35 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015077268
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Oil price volatility forecasting : threshold effect from stock market volatility
Chen, Yan; Qiao, Gaoxiu; Zhang, Feipeng - In: Technological forecasting & social change : an … 180 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013429265
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Coskewness and the short-term predictability for Bitcoin return
Chen, Yan; Liu, Yakun; Zhang, Feipeng - In: Technological forecasting and social change : an … 200 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015121135
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Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 143 (2008) 2, pp. 227-262
Persistent link: https://www.econbiz.de/10003722600