SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Ke Zhu · Study

Home/Author

Ke Zhu

7 works· latest 2017· 2 institutionscluster: provisionalORCID 0000-0001-7093-1220

h-index7

i107

Citations340

Works here7

11

12

14

15

17

Most cited in this library

Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA–GARCH/IGARCH models2011 · 110 citations
Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models2015 · 62 citations
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises2014 · 43 citations
The ZD-GARCH model: A new way to study heteroscedasticity2017 · 36 citations
Quasi-maximum exponential likelihood estimators for a double AR(p) model2012 · 32 citations

Works

7 shown

The ZD-GARCH model: A new way to study heteroscedasticity

Journal of Econometrics·2017·4 authors

36citations

Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates

Journal of Business and Economic Statistics·2015·3 authors

29citations

Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models

Journal of the Royal Statistical Society Series B (Statistical Methodology)·2015·1 author

62citations

A bootstrapped spectral test for adequacy in weak ARMA models

Journal of Econometrics·2015·2 authors·Open access

28citations

LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises

Journal of the American Statistical Association·2014·2 authors

43citations

Quasi-maximum exponential likelihood estimators for a double AR(p) model

Statistica Sinica·2012·1 author

32citations

Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA–GARCH/IGARCH models

The Annals of Statistics·2011·2 authors·Open access

110citations