Access Statistics for Ke Zhu

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 bootstrapped spectral test for adequacy in weak ARMA models 0 0 0 40 0 2 2 82
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 1 3 110 1 3 9 130
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates 0 0 0 41 2 5 6 108
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 1 2 2 89
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 3 7 9 84
Hausman tests for the error distribution in conditionally heteroskedastic models 0 0 0 171 1 4 5 90
Hybrid quantile estimation for asymmetric power GARCH models 0 0 0 24 0 1 1 26
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises 0 0 0 41 2 5 7 116
Model-based pricing for financial derivatives 0 2 5 30 1 5 11 105
Multi-frequency-band tests for white noise under heteroskedasticity 0 0 1 15 0 3 5 37
New HSIC-based tests for independence between two stationary multivariate time series 0 0 0 30 1 3 5 74
Sign-based specification tests for martingale difference with conditional heteroscedasity 0 0 0 26 2 4 6 67
Statistical inference for autoregressive models under heteroscedasticity of unknown form 0 0 0 87 0 4 6 100
Testing error distribution by kernelized Stein discrepancy in multivariate time series models 0 0 1 22 1 3 7 40
Testing for the buffered autoregressive processes 0 0 1 51 0 0 3 50
Time series models for realized covariance matrices based on the matrix-F distribution 0 0 1 30 1 6 9 79
Total Working Papers 0 3 12 778 16 57 93 1,277

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Pearson-Type QMLE for Conditionally Heteroscedastic Models 0 0 1 3 1 2 3 43
A bootstrapped spectral test for adequacy in weak ARMA models 0 0 0 7 5 8 10 73
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach 0 0 1 16 1 1 2 55
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model 0 0 0 2 1 4 6 23
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 1 11 1 2 6 49
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 0 0 0 2 0 0 1 36
Comment 0 0 0 3 0 1 1 91
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 2 2 2 43
Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity 0 0 0 2 1 1 3 16
Inference for asymmetric exponentially weighted moving average models 0 0 1 4 1 2 6 26
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 0 0 1 10 1 2 4 63
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 2 3 3 48
Model checks for nonlinear cointegrating regression 0 0 0 9 1 3 4 58
Model-based pricing for financial derivatives 0 0 3 40 4 8 16 211
Non-standard inference for augmented double autoregressive models with null volatility coefficients 0 0 0 3 2 2 6 41
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 0 0 0 4 1 1 4 74
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 2 5 7 76
The ZD-GARCH model: A new way to study heteroscedasticity 0 0 0 30 0 1 2 150
Total Journal Articles 0 0 8 194 26 48 86 1,176

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Statistics updated 2026-01-09