Access Statistics for Ke Zhu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrapped spectral test for adequacy in weak ARMA models 0 0 0 40 0 0 1 80
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 1 1 108 1 3 4 124
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates 0 0 0 41 0 0 2 103
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 0 0 1 87
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 1 2 2 77
Hausman tests for the error distribution in conditionally heteroskedastic models 0 0 0 171 0 0 3 85
Hybrid quantile estimation for asymmetric power GARCH models 0 0 0 24 0 0 1 25
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises 0 0 0 41 1 1 2 110
Model-based pricing for financial derivatives 0 0 1 25 0 1 3 96
Multi-frequency-band tests for white noise under heteroskedasticity 0 0 0 14 0 0 2 33
New HSIC-based tests for independence between two stationary multivariate time series 0 0 0 30 0 0 3 69
Sign-based specification tests for martingale difference with conditional heteroscedasity 0 0 0 26 1 1 2 63
Statistical inference for autoregressive models under heteroscedasticity of unknown form 0 0 0 87 1 2 3 96
Testing error distribution by kernelized Stein discrepancy in multivariate time series models 0 0 1 21 1 1 2 34
Testing for the buffered autoregressive processes 0 1 1 51 1 3 3 50
Time series models for realized covariance matrices based on the matrix-F distribution 0 0 0 29 0 1 3 71
Total Working Papers 0 2 4 768 7 15 37 1,203

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Pearson-Type QMLE for Conditionally Heteroscedastic Models 0 0 0 2 0 0 0 40
A bootstrapped spectral test for adequacy in weak ARMA models 0 0 1 7 0 0 1 63
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach 0 0 0 15 0 0 0 53
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model 0 0 0 2 1 1 2 18
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 1 1 2 11 1 2 5 47
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 0 0 0 2 0 0 0 35
Comment 0 0 0 3 0 0 0 90
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 0 0 0 41
Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity 0 0 0 2 0 0 1 14
Inference for asymmetric exponentially weighted moving average models 0 0 0 3 0 1 1 21
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 1 1 2 10 1 1 3 60
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 0 0 1 45
Model checks for nonlinear cointegrating regression 0 0 0 9 0 1 2 55
Model-based pricing for financial derivatives 1 2 4 39 2 3 9 199
Non-standard inference for augmented double autoregressive models with null volatility coefficients 0 0 0 3 0 0 2 36
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 0 0 0 4 0 0 2 70
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 0 2 2 71
The ZD-GARCH model: A new way to study heteroscedasticity 0 0 0 30 1 1 2 149
Total Journal Articles 3 4 9 190 6 12 33 1,107

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Statistics updated 2025-05-12