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 3 5 85
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 2 110 2 9 15 138
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates 0 0 0 41 0 2 5 108
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 5 10 11 98
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 6 14 19 95
Hausman tests for the error distribution in conditionally heteroskedastic models 0 0 0 171 4 8 12 97
Hybrid quantile estimation for asymmetric power GARCH models 0 0 0 24 2 4 5 30
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises 0 0 0 41 1 6 11 120
Model-based pricing for financial derivatives 1 1 6 31 4 9 17 113
Multi-frequency-band tests for white noise under heteroskedasticity 0 0 1 15 3 3 7 40
New HSIC-based tests for independence between two stationary multivariate time series 0 0 0 30 4 11 15 84
Sign-based specification tests for martingale difference with conditional heteroscedasity 0 0 0 26 0 2 5 67
Statistical inference for autoregressive models under heteroscedasticity of unknown form 0 0 0 87 0 1 6 101
Testing error distribution by kernelized Stein discrepancy in multivariate time series models 0 0 1 22 1 5 11 44
Testing for the buffered autoregressive processes 0 0 1 51 0 3 6 53
Time series models for realized covariance matrices based on the matrix-F distribution 0 0 1 30 0 5 12 83
Total Working Papers 1 1 12 779 33 95 162 1,356

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 4 6 46
A bootstrapped spectral test for adequacy in weak ARMA models 0 0 0 7 0 15 20 83
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach 0 0 1 16 1 4 5 58
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model 0 0 0 2 0 2 7 24
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 1 11 0 5 7 53
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 0 0 0 2 0 2 3 38
Comment 0 0 0 3 0 1 2 92
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 2 4 4 45
Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity 0 0 0 2 0 3 4 18
Inference for asymmetric exponentially weighted moving average models 0 0 1 4 4 8 12 33
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 0 0 1 10 1 3 6 65
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 0 3 4 49
Model checks for nonlinear cointegrating regression 0 0 0 9 0 2 5 59
Model-based pricing for financial derivatives 0 0 3 40 0 6 17 213
Non-standard inference for augmented double autoregressive models with null volatility coefficients 0 0 0 3 0 5 8 44
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 0 0 0 4 2 8 11 81
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 0 7 11 81
The ZD-GARCH model: A new way to study heteroscedasticity 0 0 0 30 2 12 14 162
Total Journal Articles 0 0 8 194 13 94 146 1,244

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Statistics updated 2026-03-04