Yuzhi Cai

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A General Quantile Function Model for Economic and Financial Time Series	2022-06-03	Paper
How is price explosivity triggered in the cryptocurrency markets?	2022-01-24	Paper
A quantile function approach to the distribution of financial returns following TGARCH models	2021-05-10	Paper
Quantile Double AR Time Series Models for Financial Returns	2018-10-11	Paper
A COMPARATIVE STUDY OF MONOTONE QUANTILE REGRESSION METHODS FOR FINANCIAL RETURNS	2016-05-17	Paper
A Quantile Survival Model for Censored Data	2016-04-27	Paper
Estimation of Non-Crossing Quantile Regression Curves	2016-02-23	Paper
Multi-variate time-series simulation	2014-08-06	Paper
Combining Forecasts via Simulations	2014-05-30	Paper
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting	2014-02-25	Paper
Autoregression with Non-Gaussian Innovations	2013-06-14	Paper
A Simple Bootstrap Method for Time Series	2013-02-11	Paper
Polynomial power-Pareto quantile function models	2011-11-27	Paper
Minimum Sample Size Determination for Generalized Extreme Value Distribution	2011-03-31	Paper
https://portal.mardi4nfdi.de/entity/Q3561127	2010-05-25	Paper
Bayesian nonparametric quantile regression using splines	2010-04-06	Paper
Forecasting for quantile self-exciting threshold autoregressive time series models	2010-03-22	Paper
Quantile self-exciting threshold autoregressive time series models	2009-02-28	Paper
A simple diagnostic method of outlier detection for stationary Gaussian time series	2007-09-11	Paper
Monitoring the parameter changes in general ARIMA time series models	2007-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q3378800	2006-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q5463042	2005-08-01	Paper
Convergence Theory of a Numerical Method for Solving the Chapman--Kolmogorov Equation	2004-01-18	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yuzhi Cai