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 1 5 67
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 3 18 277
Total Working Papers 0 0 0 183 3 4 27 383

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 2 3 13 31
A General Quantile Function Model for Economic and Financial Time Series 0 0 0 1 1 2 4 19
A forecasting procedure for nonlinear autoregressive time series models 0 0 0 122 0 1 5 416
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting 0 0 0 24 0 0 8 64
A quantile approach to US GNP 0 0 0 32 1 2 9 113
A simple diagnostic method of outlier detection for stationary Gaussian time series 0 0 0 94 0 2 9 321
Autoregression with Non-Gaussian Innovations 0 0 0 52 0 1 8 139
Bayesian nonparametric quantile regression using splines 0 0 0 27 0 0 8 110
Estimating expected shortfall using a quantile function model 0 0 1 2 0 2 16 27
Forecasting for quantile self-exciting threshold autoregressive time series models 0 0 1 17 0 0 8 58
How is price explosivity triggered in the cryptocurrency markets? 0 0 1 1 0 1 18 34
Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm 0 0 0 1 0 0 5 13
Monitoring the parameter changes in general ARIMA time series models 0 0 0 45 0 1 4 163
Multi‐variate time‐series simulation 0 0 0 0 0 0 5 55
Neighborhood-based socioeconomic position and risk of oral clefts among offspring 0 0 0 0 0 1 3 15
Quantile Double AR Time Series Models for Financial Returns 0 0 0 0 2 2 7 44
Quantile self‐exciting threshold autoregressive time series models 0 1 1 56 0 1 6 123
Stock returns, quantile autocorrelation, and volatility forecasting 0 1 4 20 0 3 22 84
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* 0 0 0 1 0 0 13 51
Total Journal Articles 0 2 8 500 6 22 171 1,880

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Statistics updated 2026-10-11