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Contiguity of probability measures : some applications in statistics

Roussas, George G. - 1972

Persistent link: https://www.econbiz.de/10000323899

Cai, Zongwu - In: Journal of econometrics 136 (2007) 1, pp. 163-188

Persistent link: https://www.econbiz.de/10003401651

Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919034

Regression quantiles for time series

Cai, Zongwu - In: Econometric theory 18 (2002) 1, pp. 169-192

Persistent link: https://www.econbiz.de/10001652640

Forecasting major Asian exchange rates using a new semiparametric STAR model

Cai, Nan; Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 407-426

Persistent link: https://www.econbiz.de/10011287504

Does relative risk aversion vary with wealth? : evidence from households' portfolio data

Liu, Xuan; Yang, Fang; Cai, Zongwu - 2013

Persistent link: https://www.econbiz.de/10010237493

Flexible seasonal time series models

Cai, Zongwu; Chen, Rong - 2006

Persistent link: https://www.econbiz.de/10003350085

Nonparametric methods on continuous-time finance : a selective review

Cai, Zongwu (contributor); Hong, Yongmiao (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919184

Nonparametric estimation of additive nonlinear ARX time series : local linear fitting and projections

Cai, Zongwu; Masry, Elias - In: Econometric theory 16 (2000) 4, pp. 465-501

Persistent link: https://www.econbiz.de/10001517328

Time-Varying Relative Risk Aversion : Mechanisms and Evidence

Liu, Xuan - 2020

This paper explores theoretically and empirically the issue of time-varying relative risk aversion (TVRRA). We analytically solve a parsimonious life-cycle portfolio choice model with the preferences given by Greenwood, Hercowitz and Huffman (1988, GHH). Our analytical solution identifies four...

Persistent link: https://www.econbiz.de/10012838892