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~isPartOf:"Journal of econometrics"
~person:"Zhu, Ke"
~subject:"ARCH model"
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ARCH model
Estimation theory
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Zhu, Ke
Francq, Christian
10
Zakoïan, Jean-Michel
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4
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3
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of risk and financial management : JRFM
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Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
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2
Hybrid quantile
estimation
for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
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