Jiahui Wang

发表

A Bayesian Time Series Model of Multiple Structural Changes in Level, Trend, and Variance

Jiahui Wang, Eric Zivot, 2000 .

Vector Autoregressive Models for Multivariate Time Series

Jiahui Wang, Eric Zivot, E. Zivot, 2003 .

Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments

Eric Zivot, Jiahui Wang, Eric Zivot, 1996 .

Rolling Analysis of Time Series

Jiahui Wang, Eric Zivot, E. Zivot, 2003 .

Modeling Financial Time Series with S-PLUS®

Jiahui Wang, Eric Zivot, E. Zivot, 2003 .

State Space Modeling in Macroeconomics and Finance Using S + FinMetrics ∗

Jiahui Wang, Eric Zivot, 2002 .

A Time Series Model of Multiple Structural Changes in Level, Trend and Variance

Eric Zivot, Jiahui Wang, Eric Zivot, 1999 .

State Space Models

Eric Zivot, Jiahui Wang, Jiahui Wang, 2003 .

Multivariate GARCH Modeling

Jiahui Wang, Eric Zivot, 2003 .

Univariate GARCH Modeling

Jiahui Wang, Eric Zivot, 2018, Linear Models and Time-Series Analysis.

Macroeconomic News Effects and Foreign Exchange Jumps

Jiahui Wang, 2015 .

Term Structure of Interest Rates

Jiahui Wang, Eric Zivot, 2003 .

Modeling Extreme Values

Jiahui Wang, Eric Zivot, E. Zivot, 2003 .

Inference on Structural Parameters In Instrumental Variables Regression With Weak Instruments

Eric Zivot, Jiahui Wang, Eric Zivot, 1998 .

Factor Models for Asset Returns

Eric Zivot, Jiahui Wang, Eric Zivot, 2003 .

Macroeconomic news, public communications, and foreign exchange jumps around U.S. and European financial crises

Jiahui Wang, Mohamed A. Ayadi, Walid Ben Omrane, 2020 .

Unit Root Tests

Jiahui Wang, E. Zivot, 2003 .

Modeling Financial Time Series with S-PLUS

Jiahui Wang, E. Zivot, 2003 .