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Jiazhu Pan · Study
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Author
Jiazhu Pan
5 works
· latest 2014
· 2 institutions
cluster: provisional
ORCID 0000-0001-7346-2052
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Citations
392
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Most cited in this library
Modelling multiple time series via common factors
2008 · 128 citations
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
2010 · 105 citations
Estimation and tests for power-transformed and threshold GARCH models
2007 · 75 citations
ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS
2009 · 63 citations
Assessing the impact of derived behavior information on customer attrition in the financial service industry
2014 · 21 citations
Works
5 shown
Assessing the impact of derived behavior information on customer attrition in the financial service industry
European Journal of Operational Research
·
2014
·
4 authors
·
Open access
21
citations
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
BIT Numerical Mathematics
·
2010
·
4 authors
105
citations
ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS
Econometric Theory
·
2009
·
2 authors
·
Open access
63
citations
Modelling multiple time series via common factors
Biometrika
·
2008
·
2 authors
·
Open access
128
citations
Estimation and tests for power-transformed and threshold GARCH models
Journal of Econometrics
·
2007
·
3 authors
·
Open access
75
citations