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 62
A novel statistical approach to marketing campaigns 0 0 0 10 0 0 2 35
The threshold GARCH model: estimation and density forecasting for financial returns 0 0 0 117 0 1 4 259
Total Working Papers 0 0 0 183 0 2 9 356

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 0 1 1 1 4 16
A forecasting procedure for nonlinear autoregressive time series models 0 0 0 122 1 1 2 412
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting 0 0 1 24 1 1 3 57
A quantile approach to US GNP 0 0 0 32 1 1 2 105
A simple diagnostic method of outlier detection for stationary Gaussian time series 0 0 1 94 1 1 2 313
Autoregression with Non-Gaussian Innovations 0 0 0 52 1 1 1 132
Bayesian nonparametric quantile regression using splines 0 0 0 27 2 2 3 104
Estimating expected shortfall using a quantile function model 0 0 1 1 1 1 5 12
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 0 2 16
Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm 0 0 0 1 2 3 3 10
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 3 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 1 1 37
Quantile self‐exciting threshold autoregressive time series models 0 1 2 55 0 1 2 117
Stock returns, quantile autocorrelation, and volatility forecasting 0 0 1 16 1 3 9 63
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* 0 0 0 1 1 1 6 39
Total Journal Articles 0 1 7 492 13 18 51 1,722

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Statistics updated 2025-11-08