Details about Zhongfang He

Access statistics for papers by Zhongfang He.

Last updated 2024-05-09. Update your information in the RePEc Author Service.

Short-id: phe355

Working Papers

2018

1. A Class of Generalized Dynamic Correlation Models
   MPRA Paper, University Library of Munich, Germany

2014

2. Efficient estimation of extreme value-at-risks for standalone structural exchange rate risk
   MPRA Paper, University Library of Munich, Germany

2010

3. Evaluating the Effect of the Bank of Canada's Conditional Commitment Policy
   Discussion Papers, Bank of Canada View citations (19)
4. Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
   Staff Working Papers, Bank of Canada View citations (17)

2009

5. Forecasting output growth by the yield curve: the role of structural breaks
   MPRA Paper, University Library of Munich, Germany
6. Real Time Detection of Structural Breaks in GARCH Models
   Working Paper series, Rimini Centre for Economic Analysis View citations (3)
   Also in Staff Working Papers, Bank of Canada (2009) View citations (3)
   Working Papers, University of Toronto, Department of Economics (2008) View citations (4)
   See also Journal Article Real time detection of structural breaks in GARCH models, Computational Statistics & Data Analysis, Elsevier (2010) View citations (27) (2010)

Journal Articles

2024

1. A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior
   Journal of Business & Economic Statistics, 2024, 42, (1), 335-346
2. Locally time-varying parameter regression
   Econometric Reviews, 2024, 43, (5), 269-300
3. Time-dependent shrinkage of time-varying parameter regression models
   Econometric Reviews, 2024, 43, (1), 1-29

2010

4. Real time detection of structural breaks in GARCH models
   Computational Statistics & Data Analysis, 2010, 54, (11), 2628-2640 View citations (27)
   See also Working Paper Real Time Detection of Structural Breaks in GARCH Models, Working Paper series (2009) View citations (3) (2009)