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Zhongfang He

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

Personal Details

First Name: Zhongfang
Middle Name:
Last Name: He
Suffix:

RePEc Short-ID: phe355

Email:
Homepage: http://individual.utoronto.ca/hezhongfang/
Postal Address:
Phone:

Affiliation

Royal Bank of Canada
Homepage: http://www.rbc.com/about-rbc.html
Location: Canada, Toronto

Works

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Working papers

  1. Zhongfang He, 2010. "Evaluating the Effect of the Bank of Canada's Conditional Commitment Policy," Discussion Papers 10-11, Bank of Canada.
  2. CĂ©line Gauthier & Zhongfang He & Moez Souissi, 2010. "Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings," Working Papers 10-29, Bank of Canada.
  3. He, Zhongfang, 2009. "Forecasting output growth by the yield curve: the role of structural breaks," MPRA Paper 28208, University Library of Munich, Germany.
  4. Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics.

Articles

  1. He, Zhongfang & Maheu, John M., 2010. "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2628-2640, November.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-11-20. Author is listed
  2. NEP-BEC: Business Economics (1) 2010-11-20. Author is listed
  3. NEP-CBA: Central Banking (1) 2010-09-11. Author is listed
  4. NEP-ECM: Econometrics (2) 2008-09-29 2009-12-05. Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2008-09-29 2009-12-05. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2010-09-11. Author is listed
  7. NEP-MON: Monetary Economics (1) 2010-09-11. Author is listed
  8. NEP-REG: Regulation (1) 2010-11-20. Author is listed
  9. NEP-RMG: Risk Management (1) 2010-11-20. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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