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 1 40 0 2 5 75
A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach 0 0 0 44 1 1 2 80
A new Pearson-type QMLE for conditionally heteroskedastic models 0 0 0 17 1 2 6 49
A new Pearson-type QMLE for conditionally heteroskedastic models 0 0 0 21 0 4 7 92
Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model 0 10 18 18 1 5 10 10
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 1 102 2 4 7 78
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates 0 0 0 40 5 6 10 81
Factor double autoregressive models with application to simultaneous causality testing 0 2 3 27 1 3 10 66
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 28 0 3 8 59
Hausman tests for the error distribution in conditionally heteroskedastic models 0 0 3 167 1 1 10 56
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises 0 0 0 39 2 3 11 90
Model-based pricing for financial derivatives 1 1 2 22 2 5 9 79
New HSIC-based tests for independence between two stationary multivariate time series 0 0 1 27 2 5 12 28
Non-standard inference for augmented double autoregressive models with null volatility coefficients 1 4 20 20 2 6 18 18
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 0 0 0 49 1 1 1 71
Sign-based specification tests for martingale difference with conditional heteroscedasity 0 0 0 26 0 1 3 47
Statistical inference for autoregressive models under heteroscedasticity of unknown form 0 1 2 74 2 7 14 43
Testing for the buffered autoregressive processes 0 0 0 48 2 3 4 38
Time series models for realized covariance matrices based on the matrix-F distribution 0 0 24 24 2 8 22 22
ZD-GARCH model: a new way to study heteroscedasticity 1 1 1 81 1 3 19 99
Total Working Papers 3 19 76 914 28 73 188 1,181


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 0 2 0 0 2 22
A bootstrapped spectral test for adequacy in weak ARMA models 0 0 0 5 0 1 2 49
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach 0 0 0 15 3 3 9 44
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 0 4 2 2 5 19
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 0 0 1 2 5 8 14 24
Comment 0 0 0 3 0 1 1 88
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 14 0 1 1 38
Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity 0 1 2 2 0 1 3 3
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 0 0 1 7 1 5 12 34
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 13 0 0 1 41
Model checks for nonlinear cointegrating regression 1 1 6 6 1 4 33 33
Model-based pricing for financial derivatives 1 1 2 19 2 4 8 81
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 0 0 0 3 0 0 3 54
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 2 3 15 0 4 6 54
The ZD-GARCH model: A new way to study heteroscedasticity 0 2 14 25 2 7 43 89
Total Journal Articles 2 7 29 135 16 41 143 673


Statistics updated 2019-11-03