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 1 1 2 81
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 2 109 0 2 6 127
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates 0 0 0 41 3 3 4 106
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 1 1 1 88
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 2 2 4 79
Hausman tests for the error distribution in conditionally heteroskedastic models 0 0 0 171 0 0 3 86
Hybrid quantile estimation for asymmetric power GARCH models 0 0 0 24 1 1 1 26
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises 0 0 0 41 3 3 5 114
Model-based pricing for financial derivatives 1 3 4 29 1 2 7 101
Multi-frequency-band tests for white noise under heteroskedasticity 0 1 1 15 2 3 4 36
New HSIC-based tests for independence between two stationary multivariate time series 0 0 0 30 1 2 4 72
Sign-based specification tests for martingale difference with conditional heteroscedasity 0 0 0 26 1 1 3 64
Statistical inference for autoregressive models under heteroscedasticity of unknown form 0 0 0 87 3 3 5 99
Testing error distribution by kernelized Stein discrepancy in multivariate time series models 0 0 1 22 0 1 4 37
Testing for the buffered autoregressive processes 0 0 1 51 0 0 3 50
Time series models for realized covariance matrices based on the matrix-F distribution 0 0 1 30 5 5 8 78
Total Working Papers 1 4 10 776 24 30 64 1,244

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 1 1 3 1 2 2 42
A bootstrapped spectral test for adequacy in weak ARMA models 0 0 0 7 0 0 2 65
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach 0 0 1 16 0 0 1 54
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model 0 0 0 2 1 1 3 20
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 1 11 1 1 5 48
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 0 0 0 2 0 0 1 36
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 1 2 15
Inference for asymmetric exponentially weighted moving average models 0 1 1 4 1 2 5 25
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 0 0 1 10 1 2 3 62
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 1 1 1 46
Model checks for nonlinear cointegrating regression 0 0 0 9 0 0 1 55
Model-based pricing for financial derivatives 0 0 3 40 2 3 11 205
Non-standard inference for augmented double autoregressive models with null volatility coefficients 0 0 0 3 0 1 5 39
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 0 0 0 4 0 2 3 73
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 1 1 3 72
The ZD-GARCH model: A new way to study heteroscedasticity 0 0 0 30 0 0 2 149
Total Journal Articles 0 2 8 194 9 17 50 1,137

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Statistics updated 2025-11-08