Wuqing Wu

MaRDI QIDQ1782027zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Renorming volatilities in a family of GARCH models Econometric Theory	2018-11-09	Paper
Nonlinear least squares estimation of Log-ACD models Acta Mathematicae Applicatae Sinica. English Series	2018-09-18	Paper
Earnings management and liquidity risk	2018-05-25	Paper
Robust functional sliced inverse regression Statistical Papers	2017-03-07	Paper
A method of outlier detection based on nonparametric density estimation	2015-10-28	Paper
A novel approach to construct a composite indicator by maximizing its sum of squared correlations with sub-indicators Journal of Systems Science and Complexity	2015-09-25	Paper
Robust \(M\)-estimate of GJR model with high frequency data Acta Mathematicae Applicatae Sinica. English Series	2015-08-10	Paper
Nonlinear features and mean reversion mechanism research based on the basis of stock index futures Journal of University of Science and Technology of China	2014-11-03	Paper
An evaluating method of volatility models: goodness-of-fit and smoothness	2014-02-28	Paper
Identification for a class of errors-in-variables systems with nonlinear output measurements	2013-06-20	Paper

Research outcomes over time

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