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 1 1 6 86
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 1 110 0 3 16 141
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates 0 0 0 41 0 1 6 109
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 0 2 13 100
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 0 6 26 103
Hausman tests for the error distribution in conditionally heteroskedastic models 0 0 0 171 0 1 12 98
Hybrid quantile estimation for asymmetric power GARCH models 0 0 0 24 0 2 7 32
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises 0 0 0 41 1 10 22 133
Model-based pricing for financial derivatives 0 0 5 31 0 2 19 117
Multi-frequency-band tests for white noise under heteroskedasticity 0 0 1 15 0 4 13 46
New HSIC-based tests for independence between two stationary multivariate time series 0 0 1 31 0 6 23 93
Sign-based specification tests for martingale difference with conditional heteroscedasity 0 0 0 26 1 8 12 75
Statistical inference for autoregressive models under heteroscedasticity of unknown form 0 0 0 87 0 1 6 102
Testing error distribution by kernelized Stein discrepancy in multivariate time series models 0 0 0 22 0 2 10 46
Testing for the buffered autoregressive processes 0 0 0 51 0 1 5 55
Time series models for realized covariance matrices based on the matrix-F distribution 0 0 0 30 0 3 15 87
Total Working Papers 0 0 8 780 3 53 211 1,423

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 0 2 8 48
A bootstrapped spectral test for adequacy in weak ARMA models 0 0 0 7 0 3 23 86
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach 0 0 0 16 0 5 9 63
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model 0 0 0 2 0 3 9 28
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 0 11 0 4 13 60
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 0 0 0 2 0 1 6 41
Comment 0 0 0 3 0 2 5 95
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 0 3 7 48
Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity 0 0 0 2 1 2 6 20
Inference for asymmetric exponentially weighted moving average models 0 0 2 5 1 10 23 45
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 0 0 0 10 0 1 7 67
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 1 2 7 52
Model checks for nonlinear cointegrating regression 0 0 0 9 0 6 10 65
Model-based pricing for financial derivatives 0 0 0 40 0 3 16 216
Non-standard inference for augmented double autoregressive models with null volatility coefficients 0 0 0 3 0 4 12 48
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 0 1 1 5 0 6 17 87
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 0 0 10 81
The ZD-GARCH model: A new way to study heteroscedasticity 0 0 0 30 0 8 21 170
Total Journal Articles 0 1 4 196 3 65 209 1,320

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Statistics updated 2026-07-10