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 0 0 58
A novel statistical approach to marketing campaigns 0 0 0 10 0 1 4 33
The threshold GARCH model: estimation and density forecasting for financial returns 0 0 2 116 2 2 6 254
Total Working Papers 0 0 2 182 2 3 10 345


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 4 0 0 0 17
A General Quantile Function Model for Economic and Financial Time Series 0 0 0 0 0 0 0 11
A forecasting procedure for nonlinear autoregressive time series models 0 0 0 121 0 0 1 409
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting 0 0 1 23 1 2 3 54
A quantile approach to US GNP 0 0 0 32 0 1 1 103
A simple diagnostic method of outlier detection for stationary Gaussian time series 0 0 0 93 0 0 0 311
Autoregression with Non-Gaussian Innovations 0 0 0 52 0 0 0 130
Bayesian nonparametric quantile regression using splines 0 0 0 27 0 0 1 101
Estimating expected shortfall using a quantile function model 0 0 0 0 0 0 1 7
Forecasting for quantile self-exciting threshold autoregressive time series models 0 0 0 16 0 0 0 49
How is price explosivity triggered in the cryptocurrency markets? 0 0 0 0 0 0 2 13
Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm 0 0 0 1 0 0 0 7
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 1 4 46
Neighborhood-based socioeconomic position and risk of oral clefts among offspring 0 0 0 0 0 0 2 11
Quantile Double AR Time Series Models for Financial Returns 0 0 0 0 0 0 0 35
Quantile self‐exciting threshold autoregressive time series models 0 0 2 53 0 1 3 115
Stock returns, quantile autocorrelation, and volatility forecasting 0 0 0 15 1 2 4 54
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* 0 0 0 1 2 3 3 30
Total Journal Articles 0 0 3 483 4 10 25 1,662


Statistics updated 2024-06-06