Ke Zhu : Citation Profile


Are you Ke Zhu?

2

H index

0

i10 index

23

Citations

RESEARCH PRODUCTION:

14

Articles

18

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 3
   Journals where Ke Zhu has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 13 (36.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh444
   Updated: 2019-04-20    RAS profile: 2019-04-07    
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Relations with other researchers


Works with:

Ling, Shiqing (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ke Zhu.

Is cited by:

McAleer, Michael (10)

Chang, Chia-Lin (7)

Tong, Howell (4)

Allen, David (2)

Silvennoinen, Annastiina (2)

Teräsvirta, Timo (2)

Amado, Cristina (2)

Vijverberg, Wim (1)

Taspinar, Suleyman (1)

Das, Jishnu (1)

Ling, Shiqing (1)

Cites to:

Bollerslev, Tim (33)

Engle, Robert (28)

Zakoian, Jean-Michel (25)

Ling, Shiqing (24)

Francq, Christian (21)

Phillips, Peter (19)

Escanciano, Juan Carlos (14)

Hong, Yongmiao (12)

McAleer, Michael (11)

Granger, Clive (9)

Wang, Qiying (9)

Main data


Where Ke Zhu has published?


Journals with more than one article published# docs
Journal of Econometrics5
Journal of Business & Economic Statistics3
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany15
Papers / arXiv.org3

Recent works citing Ke Zhu (2019 and 2018)


YearTitle of citing document
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

Full description at Econpapers || Download paper

2019Testing the white noise hypothesis of stock returns. (2019). Hill, Jonathan B ; Motegi, Kaiji. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:231-242.

Full description at Econpapers || Download paper

2019On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models. (2019). Schweikert, Karsten ; Schild, Karl-Heinz. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:12-:d:213519.

Full description at Econpapers || Download paper

2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

Full description at Econpapers || Download paper

2018Serial independence tests for innovations of conditional mean and variance models. (2018). Ghoudi, Kilani ; Remillard, Bruno. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:1:d:10.1007_s11749-016-0521-3.

Full description at Econpapers || Download paper

Works by Ke Zhu:


YearTitleTypeCited
2018Statistical inference for autoregressive models under heteroscedasticity of unknown form In: Papers.
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paper0
2018New HSIC-based tests for independence between two stationary multivariate time series In: Papers.
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paper0
2019Time series models for realized covariance matrices based on the matrix-F distribution In: Papers.
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paper0
2016Bootstrapping the portmanteau tests in weak auto-regressive moving average models In: Journal of the Royal Statistical Society Series B.
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article0
2015Bootstrapping the portmanteau tests in weak auto-regressive moving average models.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2012Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model In: Journal of Time Series Analysis.
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article0
2013A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach In: Journal of Time Series Analysis.
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article2
2012A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
paper
2012THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS In: Econometric Theory.
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article1
2013Diagnostic checking for non-stationary ARMA models with an application to financial data In: The North American Journal of Economics and Finance.
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article2
2015A bootstrapped spectral test for adequacy in weak ARMA models In: Journal of Econometrics.
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article2
2013A bootstrapped spectral test for adequacy in weak ARMA models.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
paper
2015Model-based pricing for financial derivatives In: Journal of Econometrics.
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article6
2014Model-based pricing for financial derivatives.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 6
paper
2015Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations In: Journal of Econometrics.
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article3
2013Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
paper
2018The ZD-GARCH model: A new way to study heteroscedasticity In: Journal of Econometrics.
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article2
2018Model checks for nonlinear cointegrating regression In: Journal of Econometrics.
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article0
2013Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models In: MPRA Paper.
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paper0
2013Factor double autoregressive models with application to simultaneous causality testing In: MPRA Paper.
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paper0
2013Testing for the buffered autoregressive processes In: MPRA Paper.
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paper1
2013A new Pearson-type QMLE for conditionally heteroskedastic models In: MPRA Paper.
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paper2
2014A new Pearson-type QMLE for conditionally heteroskedastic models.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
paper
2015A New Pearson-Type QMLE for Conditionally Heteroscedastic Models.(2015) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 2
article
2014Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates In: MPRA Paper.
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paper2
2017Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates.(2017) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 2
article
2014Sign-based specification tests for martingale difference with conditional heteroscedasity In: MPRA Paper.
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paper0
2014LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises In: MPRA Paper.
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paper0
2015LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises.(2015) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 0
article
2015Hausman tests for the error distribution in conditionally heteroskedastic models In: MPRA Paper.
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paper0
2016ZD-GARCH model: a new way to study heteroscedasticity In: MPRA Paper.
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paper0
2014Comment In: Journal of Business & Economic Statistics.
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article0

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