7
H index
4
i10 index
111
Citations
Ke Zhu : Citation Profile
| RESEARCH PRODUCTION: 18 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2012 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ke Zhu. | Is cited by:
| Cites to:
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Main data
Where Ke Zhu has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 7 |
| Journal of Business & Economic Statistics | 3 |
| Journal of Time Series Analysis | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 10 |
| Papers / arXiv.org | 6 |
Recent works citing Ke Zhu (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | Pivotal Test Statistic for Nonparametric Cointegrating Regression Functions. (2021). Kaiser, Mark S ; Mosaferi, Sepideh. In: Papers. RePEc:arx:papers:2111.00972. Full description at Econpapers || Download paper |
| 2025 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper |
| 2024 | On vector linear double autoregression. (2024). Zhu, Qianqian ; Lin, Yuchang. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:376-397. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | A contagion test with unspecified heteroscedastic errors. (2024). Peng, Liang ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun ; Ko, Stanley Iat-Meng ; Aboagye, Ernest. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105. Full description at Econpapers || Download paper |
| 2024 | Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets. (2024). , Cindy. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10563-y. Full description at Econpapers || Download paper |
| 2025 | Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model. (2025). Song, Xinyuan ; Wang, Wenshan ; Yang, Kai ; Han, Guichen. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-025-01659-0. Full description at Econpapers || Download paper |
| 2024 | Dynamic kernel models. (2024). Vallarino, Pierluigi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240082. Full description at Econpapers || Download paper |
Works by Ke Zhu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Statistical inference for autoregressive models under heteroscedasticity of unknown form In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | New HSIC-based tests for independence between two stationary multivariate time series In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Time series models for realized covariance matrices based on the matrix-F distribution In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Hybrid quantile estimation for asymmetric power GARCH models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Multi-frequency-band tests for white noise under heteroskedasticity In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Testing error distribution by kernelized Stein discrepancy in multivariate time series models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Bootstrapping the portmanteau tests in weak auto-regressive moving average models In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 14 |
| 2015 | Bootstrapping the portmanteau tests in weak auto-regressive moving average models.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2012 | Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2013 | A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2020 | Inference for asymmetric exponentially weighted moving average models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2012 | THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2013 | Diagnostic checking for non-stationary ARMA models with an application to financial data In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2015 | A bootstrapped spectral test for adequacy in weak ARMA models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2013 | A bootstrapped spectral test for adequacy in weak ARMA models.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2015 | Model-based pricing for financial derivatives In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2014 | Model-based pricing for financial derivatives.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2015 | Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2018 | The ZD-GARCH model: A new way to study heteroscedasticity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2018 | Model checks for nonlinear cointegrating regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2020 | Non-standard inference for augmented double autoregressive models with null volatility coefficients In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Factor double autoregressive models with application to simultaneous causality testing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Testing for the buffered autoregressive processes In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
| 2017 | Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2014 | Sign-based specification tests for martingale difference with conditional heteroscedasity In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2015 | LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises.(2015) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2015 | Hausman tests for the error distribution in conditionally heteroskedastic models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2014 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2015 | A New Pearson-Type QMLE for Conditionally Heteroscedastic Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team