Xibin Zhang
Xibin Zhang
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Zitiert von
Zitiert von
R&D intensity and carbon emissions in the G7: 1870–2014
SA Churchill, J Inekwe, R Smyth, X Zhang
Energy Economics 80, 30-37, 2019
A Bayesian approach to bandwidth selection for multivariate kernel density estimation
X Zhang, ML King, RJ Hyndman
Computational Statistics & Data Analysis 50 (11), 3009-3031, 2006
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model
A Hailemariam, R Smyth, X Zhang
Energy economics 83, 40-51, 2019
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
P Silvapulle, R Smyth, X Zhang, JP Fenech
Energy economics 67, 255-267, 2017
A Monte Carlo investigation of some tests for stochastic dominance
YK Tse, X Zhang
Journal of Statistical Computation and Simulation 74 (5), 361-378, 2004
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
HH Lean, WK Wong, X Zhang
Mathematics and Computers in Simulation 79 (1), 30-48, 2008
A class of nonlinear stochastic volatility models and its implications for pricing currency options
J Yu, Z Yang, X Zhang
Computational Statistics & Data Analysis 51 (4), 2218-2231, 2006
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
X Zhang, RD Brooks, ML King
Journal of Econometrics 153 (1), 21-32, 2009
Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method
YK Tse, X Zhang, J Yu
Quantitative Finance 4 (2), 158, 2003
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel
B Liddle, R Smyth, X Zhang
Energy economics 86, 104681, 2020
Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes
X Zhang, ML King
Journal of Business & Economic Statistics 23 (1), 118-129, 2005
Box-Cox stochastic volatility models with heavy-tails and correlated errors
X Zhang, ML King
Journal of Empirical Finance 15 (3), 549-566, 2008
A semiparametric panel approach to mortality modeling
H Li, C O’Hare, X Zhang
Insurance: Mathematics and Economics 61, 264-270, 2015
Structural change and lead-lag relationship between the Nikkei spot index and futures price: A genetic programming approach
D Lien, YK Tse, X Zhang
Quantitative Finance 3 (2), 136, 2003
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
S Hu, DS Poskitt, X Zhang
Computational Statistics & Data Analysis 56 (3), 732-740, 2012
Nonparametric localized bandwidth selection for Kernel density estimation
T Cheng, J Gao, X Zhang
Econometric Reviews 38 (7), 733-762, 2019
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
X Zhang, ML King, HL Shang
Computational Statistics & Data Analysis 78, 218-234, 2014
Assessment of local influence in GARCH processes
X Zhang
Journal of Time Series Analysis 25 (2), 301-313, 2004
Gaussian kernel GARCH models
X Zhang, ML King
Monash Econometrics and Business Statistics Working Papers 19, 13, 2013
A small‐sample overlapping variance‐ratio test
YK Tse, KW Ng, X Zhang
Journal of Time Series Analysis 25 (1), 127-135, 2004
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