Access Statistics for Yuzhi Cai

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 novel approach to modelling the distribution of financial returns 0 0 0 56 0 1 3 61
A novel statistical approach to marketing campaigns 0 0 0 10 0 1 2 35
The threshold GARCH model: estimation and density forecasting for financial returns 0 0 1 117 0 2 4 258
Total Working Papers 0 0 1 183 0 4 9 354

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A COMPARATIVE STUDY OF MONOTONE QUANTILE REGRESSION METHODS FOR FINANCIAL RETURNS 0 0 1 5 0 0 1 18
A General Quantile Function Model for Economic and Financial Time Series 0 0 1 1 0 0 3 14
A forecasting procedure for nonlinear autoregressive time series models 0 0 1 122 0 0 1 410
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting 1 1 1 24 1 1 2 56
A quantile approach to US GNP 0 0 0 32 0 0 1 104
A simple diagnostic method of outlier detection for stationary Gaussian time series 0 0 1 94 0 0 1 312
Autoregression with Non-Gaussian Innovations 0 0 0 52 0 0 1 131
Bayesian nonparametric quantile regression using splines 0 0 0 27 0 0 1 102
Estimating expected shortfall using a quantile function model 0 1 1 1 1 4 4 11
Forecasting for quantile self-exciting threshold autoregressive time series models 0 0 0 16 0 0 1 50
How is price explosivity triggered in the cryptocurrency markets? 0 0 0 0 0 2 3 16
Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm 0 0 0 1 0 0 0 7
Monitoring the parameter changes in general ARIMA time series models 0 0 0 45 0 0 0 159
Multi‐variate time‐series simulation 0 0 0 0 0 0 4 50
Neighborhood-based socioeconomic position and risk of oral clefts among offspring 0 0 0 0 0 0 1 12
Quantile Double AR Time Series Models for Financial Returns 0 0 0 0 0 0 1 36
Quantile self‐exciting threshold autoregressive time series models 0 0 1 54 0 0 1 116
Stock returns, quantile autocorrelation, and volatility forecasting 0 0 1 16 0 3 6 60
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* 0 0 0 1 1 1 7 38
Total Journal Articles 1 2 8 491 3 11 39 1,702

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Statistics updated 2025-07-04