K. Zhu
Finance · with Ling · 2011–2015
A researcher in the Science corpus: 2 papers; trusts 18 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 18 citations into it; #5,995 of 10,518 by trust here, #10,047 by citations
- Economics and Econometrics — 17 citations into it; #13,033 of 23,481 by trust here, #22,774 by citations
- Statistics and Probability — 13 citations into it; #7,718 of 12,932 by trust here, #12,077 by citations
- Management Science and Operations Research — 5 citations into it
Whom K. Zhu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- S. Ling
- Tim Bollerslev
- Philippe Huber
- Robert F. Engle
- István Berkes
- Guodong Li
- Christian Francq
- Ruey S. Tsay
- Qiwei Yao
- Michael Mcaleer
Who trusts K. Zhu overall
Papers from K. Zhu's perspective
Ordered by how strongly the researchers K. Zhu trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Least absolute deviations estimation for ARCH and GARCH models
- The efficiency of the estimators of the parameters in GARCH processes
- Time Series: Theory and Methods
- On a measure of lack of fit in time series models
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
- Self‐weighted least absolute deviation estimation for infinite variance autoregressive models
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
- Inference in ARCH and GARCH models with heavy-tailed errors