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 1 5 85
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 2 110 3 5 17 141
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates 0 0 0 41 1 1 6 109
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 0 5 11 98
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 5 13 25 102
Hausman tests for the error distribution in conditionally heteroskedastic models 0 0 0 171 1 5 13 98
Hybrid quantile estimation for asymmetric power GARCH models 0 0 0 24 2 4 7 32
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises 0 0 0 41 7 11 20 130
Model-based pricing for financial derivatives 0 1 6 31 1 7 20 116
Multi-frequency-band tests for white noise under heteroskedasticity 0 0 1 15 3 8 12 45
New HSIC-based tests for independence between two stationary multivariate time series 0 1 1 31 6 13 24 93
Sign-based specification tests for martingale difference with conditional heteroscedasity 0 0 0 26 6 6 10 73
Statistical inference for autoregressive models under heteroscedasticity of unknown form 0 0 0 87 1 1 6 102
Testing error distribution by kernelized Stein discrepancy in multivariate time series models 0 0 1 22 2 3 12 46
Testing for the buffered autoregressive processes 0 0 0 51 1 2 5 55
Time series models for realized covariance matrices based on the matrix-F distribution 0 0 1 30 3 4 16 87
Total Working Papers 0 2 12 780 42 89 209 1,412

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 7 47
A bootstrapped spectral test for adequacy in weak ARMA models 0 0 0 7 3 3 23 86
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach 0 0 1 16 5 6 10 63
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model 0 0 0 2 1 2 8 26
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 0 11 3 6 12 59
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 0 0 0 2 1 3 6 41
Comment 0 0 0 3 2 3 5 95
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 3 5 7 48
Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity 0 0 0 2 1 1 5 19
Inference for asymmetric exponentially weighted moving average models 0 1 2 5 6 12 20 41
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 0 0 0 10 1 3 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 6 51
Model checks for nonlinear cointegrating regression 0 0 0 9 6 6 10 65
Model-based pricing for financial derivatives 0 0 1 40 3 3 17 216
Non-standard inference for augmented double autoregressive models with null volatility coefficients 0 0 0 3 3 3 11 47
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 1 1 1 5 6 8 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 7 9 20 169
Total Journal Articles 1 2 6 196 53 77 201 1,308

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Statistics updated 2026-05-06