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 0 3 73
A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach 0 0 0 44 0 0 1 79
A new Pearson-type QMLE for conditionally heteroskedastic models 0 0 0 17 0 0 4 47
A new Pearson-type QMLE for conditionally heteroskedastic models 0 0 0 21 0 1 3 88
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 0 101 0 0 2 73
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates 0 0 1 40 0 1 6 75
Factor double autoregressive models with application to simultaneous causality testing 0 1 1 25 1 4 6 62
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 28 0 3 5 56
Hausman tests for the error distribution in conditionally heteroskedastic models 0 0 2 165 1 1 8 51
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises 0 0 0 39 0 3 9 87
Model-based pricing for financial derivatives 0 0 2 21 0 0 6 74
New HSIC-based tests for independence between two stationary multivariate time series 1 1 4 27 1 2 13 23
Non-standard inference for augmented double autoregressive models with null volatility coefficients 4 15 15 15 3 8 8 8
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 0 0 1 49 0 0 1 70
Sign-based specification tests for martingale difference with conditional heteroscedasity 0 0 0 26 0 0 3 46
Statistical inference for autoregressive models under heteroscedasticity of unknown form 0 1 5 73 1 3 19 35
Testing for the buffered autoregressive processes 0 0 0 48 0 0 1 35
Time series models for realized covariance matrices based on the matrix-F distribution 1 24 24 24 3 11 11 11
ZD-GARCH model: a new way to study heteroscedasticity 0 0 0 80 1 6 20 96
Total Working Papers 6 42 56 883 11 43 129 1,089


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 4 22
A bootstrapped spectral test for adequacy in weak ARMA models 0 0 0 5 0 0 1 48
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach 0 0 0 15 0 0 6 41
Bootstrapping the portmanteau tests in weak auto-regressive moving average models 0 0 0 4 0 0 6 17
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 0 0 2 2 0 2 9 16
Comment 0 0 0 3 0 0 0 87
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 1 14 0 0 2 37
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 0 0 1 7 0 0 7 29
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 0 0 5 5 0 1 28 28
Model-based pricing for financial derivatives 0 0 1 18 0 1 6 76
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 0 0 1 3 0 0 5 54
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 1 1 13 0 1 2 50
The ZD-GARCH model: A new way to study heteroscedasticity 2 6 11 21 4 11 39 78
Total Journal Articles 2 7 23 125 4 16 116 624


Statistics updated 2019-07-03