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Information about:
Xibin Zhang

Personal Details | Affiliation | Works
This is information that was supplied by Xibin Zhang in registering through RePEc. If you are Xibin Zhang , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Xibin
Middle Name:
Last Name: Zhang
Suffix:

RePEc Short-ID: pzh72

Email:
Homepage: http://www-personal.buseco.monash.edu.au/~xzhang/
Postal Address: Department of Econometrics and Business Statistics, Monash University, Caulfield East, VIC 3145, Australia
Phone: +61-3-99032130

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Xibin Zhang & Robert D. Brooks & Maxwell L. King, 2007. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Monash Econometrics and Business Statistics Working Papers 11/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  2. Param Silvapulle & Xibin Zhang, 2006. "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers 9/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  3. Xibin Zhang & Maxwell L. King, 2004. "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers 26/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  4. Xibin Zhang & Maxwell L. King & Rob J. Hyndman, 2004. "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Monash Econometrics and Business Statistics Working Papers 9/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Other versions:

  5. Xibin Zhang & Maxwell L. King, 2003. "Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation," Monash Econometrics and Business Statistics Working Papers 10/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  6. Y.K. Tse & Xibin Zhang, 2003. "A Monte Carlo Investigation of Some Tests for Stochastic Dominance," Monash Econometrics and Business Statistics Working Papers 7/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  7. Y.K. Tse & Xibin Zhang & Jun Yu, 2002. "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers 18/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  8. Xibin Zhang & Maxwell L. King, 2002. "Influence Diagnostics in GARCH Processes," Monash Econometrics and Business Statistics Working Papers 19/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  9. Jun Yu & Zhenlin Yang & Xibin Zhang, 2002. "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers 17/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

Articles

  1. Robert Brooks & Xibin Zhang & Emawtee Bissoondoyal Bheenick, 2007. "Country risk and the estimation of asset return distributions," Quantitative Finance, Taylor and Francis Journals, vol. 7(3), pages 261-265. [Downloadable!] (restricted)

  2. Zhang, Xibin & King, Maxwell L. & Hyndman, Rob J., 2006. "A Bayesian approach to bandwidth selection for multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3009-3031, July. [Downloadable!] (restricted)

  3. Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006. "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December. [Downloadable!] (restricted)
    Other versions:

  4. Xibin Zhang & Maxwell L. King, 2005. "Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 118-129, January. [Downloadable!] (restricted)

  5. Xibin Zhang, 2004. "Assessment of Local Influence in GARCH Processes," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(2), pages 301-313, 03. [Downloadable!] (restricted)

  6. Y. K. Tse & K. W. Ng & Xibin Zhang, 2004. "A small-sample overlapping variance-ratio test," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(1), pages 127-135, 01. [Downloadable!] (restricted)

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2002-12-02
  2. NEP-CMP: Computational Economics (3) 2003-04-21 2003-05-29 2004-12-12 Author is listed
  3. NEP-ECM: Econometrics (8) 2002-12-10 2002-12-18 2002-12-18 2003-04-24 2003-05-29 2004-05-02 2004-12-12 2007-08-18 Author is listed
  4. NEP-ETS: Econometric Time Series (6) 2002-12-02 2002-12-17 2002-12-17 2003-05-29 2004-05-02 2004-12-12 Author is listed
  5. NEP-FIN: Finance (3) 2004-12-12 2004-12-15 2006-05-27 Author is listed
  6. NEP-FMK: Financial Markets (2) 2002-12-02 2006-05-27
  7. NEP-IFN: International Finance (1) 2002-12-02
  8. NEP-RMG: Risk Management (4) 2002-12-02 2002-12-17 2003-04-21 2003-05-29 Author is listed
  9. NEP-SEA: South East Asia (1) 2006-05-27
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This page was last updated on 2008-7-24.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.