Wuqing Wu

Available identifiers

Publication	Date of Publication	Type
Renorming volatilities in a family of GARCH models	2018-11-09	Paper
Nonlinear least squares estimation of Log-ACD models	2018-09-18	Paper
Earnings management and liquidity risk	2018-05-25	Paper
Robust functional sliced inverse regression	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	2015-09-25	Paper
Robust \(M\)-estimate of GJR model with high frequency data	2015-08-10	Paper
Nonlinear features and mean reversion mechanism research based on the basis of stock index futures	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

This page was built for person: Wuqing Wu