| Publication | Date of Publication | Type |
|---|
Statistical inferences for a type of TGARCH model
Communications in Statistics. Simulation and Computation | 2026-06-04 | Paper |
The nonparametric GARCH model estimation using intraday high-frequency data
Communications in Statistics. Simulation and Computation | 2026-02-12 | Paper |
A semi-parametric factor-GARCH model for high dimensional covariance matrix estimation
Journal of the Korean Statistical Society | 2025-09-29 | Paper |
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 |
