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Yuzhi Cai · Study

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Yuzhi Cai

2 works· latest 2013· 2 institutionscluster: provisionalORCID 0000-0003-3509-9787

h-index2

i102

Citations48

Works here2

10

13

Most cited in this library

Forecasting for quantile self-exciting threshold autoregressive time series models2010 · 31 citations
Quantile Double AR Time Series Models for Financial Returns2013 · 17 citations

Works

2 shown

Quantile Double AR Time Series Models for Financial Returns

Journal of Forecasting·2013·3 authors

17citations

Forecasting for quantile self-exciting threshold autoregressive time series models

Biometrika·2010·1 author

31citations