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Testing for the martingale difference hypothesis in multivariate time series models
Wang, Guochang; Zhu, Ke; Shao, Xiaofeng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 980-994
Persistent link: https://www.econbiz.de/10013539404
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Asset pricing via the conditional quantile variational autoencoder
Yang, Xuanling; Zhu, Zhoufan; Li, Dong; Zhu, Ke - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 681-694
Persistent link: https://www.econbiz.de/10015053443
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Detecting mean increases in zero truncated INAR(1) processes
Li, Cong; Wang, Dehui; Zhu, Fukang - In: International journal of production research 57 (2019) 17, pp. 5589-5603
Persistent link: https://www.econbiz.de/10012193641
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A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke; Li, Wai Keung - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 4, pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
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Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke; Li, Wai Keung; Yu, Philip L. H. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 528-542
Persistent link: https://www.econbiz.de/10011893733
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Does powerful executive holding a dual post as the board secretary reduce nonpunitive regulation?
Huang, Huiqin; Wang, Chenglong; Yu, Wei; Zhu, Keying - In: International review of financial analysis 89 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014467248