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Search: person:"Cai, Yuzhi"
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Cai, Yuzhi
23
Stander, Julian
4
Davies, Neville
3
Olmo, Jose
3
Gabriel Montes‐Rojas
1
Montes-Rojas, Gabriel
1
Montes‐Rojas, Gabriel
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Moyeed, Rana
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Reeve, Dominic
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Thompson, Paul
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Upreti, Vineet
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3
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2
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RePEc
11
ECONIS (ZBW)
8
OLC EcoSci
3
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2
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1
Hawkes processes with hidden marks
Cai, Yuzhi
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 679-704
Persistent link: https://www.econbiz.de/10013373308
Saved in:
2
Stock returns, quantile autocorrelation, and volatility forecasting
Zhao, Yixiu
;
Upreti, Vineet
;
Cai, Yuzhi
- In:
International review of financial analysis
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
Saved in:
3
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
4
Estimating expected shortfall using a quantile function model
Cai, Yuzhi
- In:
International Journal of Finance & Economics
26
(
2020
)
3
,
pp. 4332-4360
Persistent link: https://www.econbiz.de/10012273302
Saved in:
5
A comparative study of monotone quantile regression methods for financial returns
Cai, Yuzhi
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011523744
Saved in:
6
A general quantile function model for economic and financial time series
Cai, Yuzhi
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1173-1193
Persistent link: https://www.econbiz.de/10011591169
Saved in:
7
Quantile double AR time series models for financial returns
Cai, Yuzhi
;
Montes-Rojas, Gabriel
;
Olmo, Jose
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 551-560
Persistent link: https://www.econbiz.de/10009789563
Saved in:
8
A quantile approach to US GNP
Cai, Yuzhi
- In:
Economic modelling
24
(
2007
)
6
,
pp. 969-979
Persistent link: https://www.econbiz.de/10003569054
Saved in:
9
Quantile Double AR Time Series Models for Financial Returns
Cai, Yuzhi
;
Gabriel Montes‐Rojas
;
Olmo, Jose
- In:
Journal of Forecasting
32
(
2013
)
6
,
pp. 551-560
Persistent link: https://www.econbiz.de/10011006234
Saved in:
10
Quantile Double AR Time Series Models for Financial Returns
Cai, Yuzhi
;
Montes‐Rojas, Gabriel
;
Olmo, Jose
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 551-560
Persistent link: https://www.econbiz.de/10010156096
Saved in:
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