XingFa Zhang

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
A mixture deep neural network GARCH model for volatility forecasting Electronic Research Archive	2024-02-13	Paper
Quasi maximum exponential likelihood estimation of GARCH model based on high frequency data	2024-02-07	Paper
On the construction of some new asymmetric orthogonal arrays Communications in Statistics: Theory and Methods	2023-11-29	Paper
A comparative study on the nonparametric memory-type charts for monitoring process location Journal of Statistical Computation and Simulation	2023-09-19	Paper
On the test of the volatility proxy model Communications in Statistics. Simulation and Computation	2022-12-13	Paper
A factor-GARCH model for high dimensional volatilities Acta Mathematicae Applicatae Sinica. English Series	2022-07-15	Paper
Daily nonparametric ARCH(1) model estimation using intraday high frequency data AIMS Mathematics	2022-06-17	Paper
LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise Journal of Econometrics	2022-03-16	Paper
Daily GARCH model estimation using high frequency data	2021-12-17	Paper
The profile likelihood estimation for single-index ARCH(\(p\))-M model Mathematical Problems in Engineering	2019-02-08	Paper
On a vector double autoregressive model Statistics & Probability Letters	2017-12-22	Paper
The ZD-GARCH model: a new way to study heteroscedasticity Journal of Econometrics	2017-11-23	Paper
Quasi-maximum exponential likelihood estimation for a GARCH-M type model	2017-01-06	Paper
A linear varying coefficient ARCH-M model with a latent variable Science China. Mathematics	2016-11-16	Paper
A functional coefficient GARCH-M model Communications in Statistics. Theory and Methods	2016-08-26	Paper
Adaptive Fourier tester for statistical estimation Mathematical Methods in the Applied Sciences	2016-08-11	Paper
The research of risk-return relationship between stock markets based on semiparametric model	2016-08-10	Paper
scientific article; zbMATH DE number 6531997 (Why is no real title available?)	2016-01-15	Paper
An alternative GARCH-in-mean model: structure and estimation Communications in Statistics. Theory and Methods	2013-07-04	Paper
A class of threshold autoregressive conditional heteroscedastic models Statistics and Its Interface	2011-12-01	Paper
scientific article; zbMATH DE number 5630683 (Why is no real title available?)	2009-11-11	Paper

Research outcomes over time

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