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 1 56 0 1 11 51
A novel statistical approach to marketing campaigns 0 1 1 10 0 1 4 24
The threshold GARCH model: estimation and density forecasting for financial returns 0 4 29 103 10 26 106 222
Total Working Papers 0 5 31 169 10 28 121 297


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 1 2 3 0 1 4 14
A General Quantile Function Model for Economic and Financial Time Series 0 0 0 0 0 0 0 9
A forecasting procedure for nonlinear autoregressive time series models 0 0 2 121 0 0 2 402
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting 0 0 1 22 0 0 1 49
A quantile approach to US GNP 0 0 0 31 0 2 7 100
A simple diagnostic method of outlier detection for stationary Gaussian time series 0 0 0 92 0 0 4 308
Autoregression with Non-Gaussian Innovations 0 1 2 52 1 3 6 128
Bayesian nonparametric quantile regression using splines 0 0 1 26 0 2 7 90
Forecasting for quantile self-exciting threshold autoregressive time series models 0 0 0 14 0 0 0 44
Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm 0 0 1 1 0 1 5 5
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 1 1 31
Neighborhood-based socioeconomic position and risk of oral clefts among offspring 0 0 0 0 0 0 0 3
Quantile Double AR Time Series Models for Financial Returns 0 0 0 0 0 0 1 34
Quantile self‐exciting threshold autoregressive time series models 0 0 0 49 1 1 3 105
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* 0 0 0 0 1 5 7 7
Total Journal Articles 0 2 9 456 3 16 48 1,488


Statistics updated 2021-01-03