XingFa Zhang

Available identifiers

zbMath Open zhang.xingfaMaRDI QIDQ341352

List of research outcomes

Publication	Date of Publication	Type
A mixture deep neural network GARCH model for volatility forecasting	2024-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q6188569	2024-02-07	Paper
On the construction of some new asymmetric orthogonal arrays	2023-11-29	Paper
A comparative study on the nonparametric memory-type charts for monitoring process location	2023-09-19	Paper
On the test of the volatility proxy model	2022-12-13	Paper
A factor-GARCH model for high dimensional volatilities	2022-07-15	Paper
Daily nonparametric ARCH(1) model estimation using intraday high frequency data	2022-06-17	Paper
LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise	2022-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q5016949	2021-12-17	Paper
The profile likelihood estimation for single-index ARCH(\(p\))-M model	2019-02-08	Paper
On a vector double autoregressive model	2017-12-22	Paper
The ZD-GARCH model: a new way to study heteroscedasticity	2017-11-23	Paper
https://portal.mardi4nfdi.de/entity/Q3179867	2017-01-06	Paper
A linear varying coefficient ARCH-M model with a latent variable	2016-11-16	Paper
A functional coefficient GARCH-M model	2016-08-26	Paper
Adaptive Fourier tester for statistical estimation	2016-08-11	Paper
https://portal.mardi4nfdi.de/entity/Q2994460	2016-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q3461415	2016-01-15	Paper
An Alternative GARCH-in-Mean Model: Structure and Estimation	2013-07-04	Paper
A class of threshold autoregressive conditional heteroscedastic models	2011-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q3641317	2009-11-11	Paper

Research outcomes over time

This page was built for person: XingFa Zhang