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 4 63
A novel statistical approach to marketing campaigns 0 0 0 10 0 0 1 35
The threshold GARCH model: estimation and density forecasting for financial returns 0 0 0 117 2 4 8 263
Total Working Papers 0 0 0 183 2 5 13 361

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 0 5 2 7 7 25
A General Quantile Function Model for Economic and Financial Time Series 0 0 0 1 0 1 4 16
A forecasting procedure for nonlinear autoregressive time series models 0 0 0 122 0 2 3 413
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting 0 0 1 24 1 2 4 58
A quantile approach to US GNP 0 0 0 32 1 5 6 109
A simple diagnostic method of outlier detection for stationary Gaussian time series 0 0 1 94 1 2 3 314
Autoregression with Non-Gaussian Innovations 0 0 0 52 1 2 2 133
Bayesian nonparametric quantile regression using splines 0 0 0 27 1 3 4 105
Estimating expected shortfall using a quantile function model 0 0 1 1 3 4 8 15
Forecasting for quantile self-exciting threshold autoregressive time series models 0 0 0 16 1 2 2 52
How is price explosivity triggered in the cryptocurrency markets? 0 0 0 0 2 2 4 18
Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm 0 0 0 1 0 3 4 11
Monitoring the parameter changes in general ARIMA time series models 0 0 0 45 1 1 1 160
Multi‐variate time‐series simulation 0 0 0 0 2 2 2 52
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 2 3 4 40
Quantile self‐exciting threshold autoregressive time series models 0 0 2 55 1 1 3 118
Stock returns, quantile autocorrelation, and volatility forecasting 1 2 2 18 4 7 13 69
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* 0 0 0 1 0 1 4 39
Total Journal Articles 1 2 7 494 23 50 79 1,759

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Statistics updated 2026-01-09