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科研机构

厦门大学 [2]

北京大学 [2]

兰州理工大学 [2]

数学与系统科学研究院 [2]

上海财经大学 [2]

大连理工大学 [1]

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	Hybrid quantile regression estimation for time series models with conditional heteroscedasticity 期刊论文 JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 5, 页码: 975-993 作者: Zheng, Yao; Zhu, Qianqian; Li, Guodong; Xiao, Zhijie 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/08/22 Bootstrap method Conditional quantile Generalized auto-regressive conditional heteroscedasticity Non-linear time series Quantile regression
	Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) model based on Laplace(a, b) 期刊论文 JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018 作者: Xuan, Haiyan; Song, Lixin; Ji, Un Cig; Sun, Yan; Dai, Tianjiao 收藏 \| 浏览/下载：14/0 \| 提交时间：2022/03/01 Double AR(p) model Quasi-maximum exponential likelihood estimator Portmanteau test Autocorrelations
	Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) model based on Laplace(a, b) 期刊论文 JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018 作者: Xuan, Haiyan; Song, Lixin; Ji, Un Cig; Sun, Yan; Dai, Tianjiao 收藏 \| 浏览/下载：15/0 \| 提交时间：2019/11/15 Double AR(p) model Quasi-maximum exponential likelihood estimator Portmanteau test Autocorrelations
	Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) model based on Laplace(a, b) 期刊论文 JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018, 卷号: 2018, 页码: 233 作者: Xuan, Haiyan; Song, Lixin; Ji, Un Cig; Sun, Yan; Dai, Tianjiao 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/12/02 Double AR(p) model Quasi-maximum exponential likelihood estimator Portmanteau test Autocorrelations
	Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 期刊论文 JOURNAL OF ECONOMETRICS, 2015, 卷号: 189, 期号: 2, 页码: 313-320 作者: Chen, Min; Zhu, Ke 收藏 \| 浏览/下载：16/0 \| 提交时间：2018/07/30 ARCH-type model Heavy-tailed innovation LAD estimator Model diagnostics Sign-based portmanteau test
	Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 学术活动 .Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations - 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/10/31
	LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 期刊论文 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2015, 卷号: 110, 期号: 510, 页码: 784-794 作者: Zhu, Ke; Ling, Shiqing 收藏 \| 浏览/下载：27/0 \| 提交时间：2018/07/30 ARMA(p, q) models Asymptotic normality G/ARCH noises Heavy-tailed noises LADE Random weighting approach Self-weighted LADE Sign-based portmanteau test Strong consistency
	Can the Random Walk Model be Beaten in Out-Of-Sample Density Forecasts? Evidence from... 期刊论文 http://www.wise.xmu.edu.cn/paperInfor.asp?id=74, 2013 Yongmiao Hong; Haitao Li; Feng Zhao 收藏 \| 浏览/下载：1/0 \| 提交时间：2013/11/08 Density forecasts GARCH Intraday exchange rate Jumps Maximum likelihood estimation Nonlinear time series Out-of-sample forecasts Regime-switching
	Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates 期刊论文 http://dx.doi.org/10.1016/j.jeconom.2006.11.003, 2007 Hong, Yongmiao; Li, Haitao; Zhao, Feng; 洪永淼收藏 \| 浏览/下载：3/0 \| 提交时间：2015/07/22 FINANCIAL RISK-MANAGEMENT CONDITIONAL HETEROSKEDASTICITY TIME-SERIES HETEROSCEDASTICITY RESIDUALS VARIANCE RETURNS PRICES GROWTH
	Robust modelling of DTARCH models 其他 2005-01-01 Van Hui, Y; Jiang, JC 收藏 \| 浏览/下载：3/0 \| 提交时间：2015/11/12 conditional heteroskedasticity double-threshold median regression model diagnostic checking robust portmanteau statistic GARCH MODELS ARCH MODELS REGRESSION INFERENCE ERRORS

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