Zhongfang He

发表

Structural Breaks and Forecasting in Empirical Finance and Macroeconomics

Zhongfang He, 2010 .

Forecasting output growth by the yield curve: the role of structural breaks

Zhongfang He, 2009 .

Efficient estimation of extreme value-at-risks for standalone structural exchange rate risk

Zhongfang He, 2014 .

Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings

Céline Gauthier, Zhongfang He, M. Souissi, 2010 .

Evaluating the effect of the Bank of Canada's conditional commitment policy

Zhongfang He, 2010 .

Integrating Macroeconomic Variables into Behavioral Models for interest Rate Risk Measurement in the Banking Book

Zhongfang He, 2020 .

A Class of Generalized Dynamic Correlation Models

Zhongfang He, 2018 .

Time Dependent Shrinkage of Time-Varying Parameter Regression Models

Zhongfang He, 2021, SSRN Electronic Journal.

Computational Statistics and Data Analysis Real Time Detection of Structural Breaks in Garch Models

Zhongfang He, John M. Maheu, J. Maheu, 2022 .