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 1 2 5 65
A novel statistical approach to marketing campaigns 0 0 0 10 1 4 5 39
The threshold GARCH model: estimation and density forecasting for financial returns 0 0 0 117 2 8 13 269
Total Working Papers 0 0 0 183 4 14 23 373

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 0 3 8 26
A General Quantile Function Model for Economic and Financial Time Series 0 0 0 1 0 1 4 17
A forecasting procedure for nonlinear autoregressive time series models 0 0 0 122 0 1 4 414
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting 0 0 1 24 0 6 8 63
A quantile approach to US GNP 0 0 0 32 0 1 5 109
A simple diagnostic method of outlier detection for stationary Gaussian time series 0 0 0 94 0 4 5 317
Autoregression with Non-Gaussian Innovations 0 0 0 52 0 3 4 135
Bayesian nonparametric quantile regression using splines 0 0 0 27 0 1 4 105
Estimating expected shortfall using a quantile function model 0 0 1 1 2 8 13 20
Forecasting for quantile self-exciting threshold autoregressive time series models 0 0 0 16 1 5 6 56
How is price explosivity triggered in the cryptocurrency markets? 0 0 0 0 2 11 13 27
Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm 0 0 0 1 0 0 4 11
Monitoring the parameter changes in general ARIMA time series models 0 0 0 45 0 2 2 161
Multi‐variate time‐series simulation 0 0 0 0 0 3 3 53
Neighborhood-based socioeconomic position and risk of oral clefts among offspring 0 0 0 0 0 1 1 13
Quantile Double AR Time Series Models for Financial Returns 0 0 0 0 1 4 6 42
Quantile self‐exciting threshold autoregressive time series models 0 0 1 55 0 3 4 120
Stock returns, quantile autocorrelation, and volatility forecasting 1 2 3 19 2 8 16 73
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* 0 0 0 1 2 9 11 48
Total Journal Articles 1 2 6 495 10 74 121 1,810

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Statistics updated 2026-03-04