The following pages link to XingFa Zhang (Q341352):
Displaying 19 items.
- A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
- (Q647170) (redirect page) (← links)
- A class of threshold autoregressive conditional heteroscedastic models (Q647171) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- On a vector double autoregressive model (Q1687197) (← links)
- The profile likelihood estimation for single-index ARCH(\(p\))-M model (Q1717839) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
- A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
- A functional coefficient GARCH-M model (Q2816837) (← links)
- An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046) (← links)
- (Q2994460) (← links)
- (Q3179867) (← links)
- Adaptive Fourier tester for statistical estimation (Q3188510) (← links)
- (Q3461415) (← links)
- (Q3641317) (← links)
- (Q5016949) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- A mixture deep neural network GARCH model for volatility forecasting (Q6153097) (← links)
