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 5 66
A novel statistical approach to marketing campaigns 0 0 0 10 0 0 4 39
The threshold GARCH model: estimation and density forecasting for financial returns 0 0 0 117 2 5 16 274
Total Working Papers 0 0 0 183 2 6 25 379

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 2 10 28
A General Quantile Function Model for Economic and Financial Time Series 0 0 0 1 0 0 3 17
A forecasting procedure for nonlinear autoregressive time series models 0 0 0 122 0 1 5 415
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting 0 0 1 24 0 1 9 64
A quantile approach to US GNP 0 0 0 32 0 2 7 111
A simple diagnostic method of outlier detection for stationary Gaussian time series 0 0 0 94 0 2 7 319
Autoregression with Non-Gaussian Innovations 0 0 0 52 0 1 5 136
Bayesian nonparametric quantile regression using splines 0 0 0 27 1 5 8 110
Estimating expected shortfall using a quantile function model 0 0 0 1 0 4 14 24
Forecasting for quantile self-exciting threshold autoregressive time series models 0 1 1 17 0 2 8 58
How is price explosivity triggered in the cryptocurrency markets? 0 1 1 1 0 5 16 32
Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm 0 0 0 1 1 2 6 13
Monitoring the parameter changes in general ARIMA time series models 0 0 0 45 0 1 3 162
Multi‐variate time‐series simulation 0 0 0 0 0 2 5 55
Neighborhood-based socioeconomic position and risk of oral clefts among offspring 0 0 0 0 0 1 2 14
Quantile Double AR Time Series Models for Financial Returns 0 0 0 0 0 0 6 42
Quantile self‐exciting threshold autoregressive time series models 0 0 1 55 0 2 6 122
Stock returns, quantile autocorrelation, and volatility forecasting 0 0 3 19 2 7 20 80
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* 0 0 0 1 1 3 14 51
Total Journal Articles 0 2 7 497 5 43 154 1,853

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Statistics updated 2026-06-04