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 2 5 65
A novel statistical approach to marketing campaigns 0 0 0 10 0 4 5 39
The threshold GARCH model: estimation and density forecasting for financial returns 0 0 0 117 2 8 15 271
Total Working Papers 0 0 0 183 2 14 25 375

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 1 8 26
A General Quantile Function Model for Economic and Financial Time Series 0 0 0 1 0 1 3 17
A forecasting procedure for nonlinear autoregressive time series models 0 0 0 122 1 2 5 415
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting 0 0 1 24 1 6 9 64
A quantile approach to US GNP 0 0 0 32 0 0 5 109
A simple diagnostic method of outlier detection for stationary Gaussian time series 0 0 0 94 0 3 5 317
Autoregression with Non-Gaussian Innovations 0 0 0 52 0 2 4 135
Bayesian nonparametric quantile regression using splines 0 0 0 27 1 1 4 106
Estimating expected shortfall using a quantile function model 0 0 1 1 3 8 16 23
Forecasting for quantile self-exciting threshold autoregressive time series models 1 1 1 17 2 6 8 58
How is price explosivity triggered in the cryptocurrency markets? 1 1 1 1 1 10 14 28
Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm 0 0 0 1 1 1 5 12
Monitoring the parameter changes in general ARIMA time series models 0 0 0 45 0 1 2 161
Multi‐variate time‐series simulation 0 0 0 0 0 1 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 0 2 6 42
Quantile self‐exciting threshold autoregressive time series models 0 0 1 55 0 2 4 120
Stock returns, quantile autocorrelation, and volatility forecasting 0 1 3 19 3 7 19 76
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* 0 0 0 1 0 9 11 48
Total Journal Articles 2 3 8 497 13 64 132 1,823

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09