Zhongfang He
Names
| first: | Zhongfang |
| last: | He |
Identifer
| RePEc Short-ID: | phe355 |
Contact
| homepage: | https://sites.google.com/site/zhongfanghe2004/ |
Affiliations
-
Royal Bank of Canada
- http://www.rbc.com/about-rbc.html
- location: Canada, Toronto
Research profile
author of:
- Evaluating the Effect of the Bank of Canada's Conditional Commitment Policy (RePEc:bca:bocadp:10-11)
by Zhongfang He - Real Time Detection of Structural Breaks in GARCH Models (RePEc:bca:bocawp:09-31)
by Zhongfang He & John M. Maheu - Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings (RePEc:bca:bocawp:10-29)
by Céline Gauthier & Zhongfang He & Moez Souissi - Real time detection of structural breaks in GARCH models (RePEc:eee:csdana:v:54:y:2010:i:11:p:2628-2640)
by He, Zhongfang & Maheu, John M. - Forecasting output growth by the yield curve: the role of structural breaks (RePEc:pra:mprapa:28208)
by He, Zhongfang - Efficient estimation of extreme value-at-risks for standalone structural exchange rate risk (RePEc:pra:mprapa:57800)
by He, Zhongfang - A Class of Generalized Dynamic Correlation Models (RePEc:pra:mprapa:84820)
by He, Zhongfang - Real Time Detection of Structural Breaks in GARCH Models (RePEc:rim:rimwps:11_09)
by Zhongfang He & John M. Maheu - Time-dependent shrinkage of time-varying parameter regression models (RePEc:taf:emetrv:v:43:y:2024:i:1:p:1-29)
by Zhongfang He - Locally time-varying parameter regression (RePEc:taf:emetrv:v:43:y:2024:i:5:p:269-300)
by Zhongfang He - A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior (RePEc:taf:jnlbes:v:42:y:2024:i:1:p:335-346)
by Zhongfang He - Real Time Detection of Structural Breaks in GARCH Models (RePEc:tor:tecipa:tecipa-336)
by Zhongfang He & John M Maheu