Zhongjun Qu

Economics and Econometrics · 2006–2015

A researcher in the Science corpus: 10 papers; trusts 47 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 70 citations into it; #2,265 of 23,481 by trust here, #4,709 by citations
• Finance — 51 citations into it; #1,262 of 10,518 by trust here, #2,404 by citations
• Statistics and Probability — 37 citations into it; #1,976 of 12,932 by trust here, #2,629 by citations
• Management Science and Operations Research — 5 citations into it; #7,841 of 11,946 by trust here, #8,062 by citations

Whom Zhongjun Qu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Roger W. Koenker
2. Pierre Perron
3. Torben G. Andersen
4. Mikhail Chernov
5. Morten Ørregaard Nielsen
6. Jushan Bai
7. Francis X. Diebold
8. Victor Chernozhukov
9. F. Bandi
10. Marc Lavielle

Who trusts Zhongjun Qu overall

1. Alexander Aue
2. Tatsushi Oka
3. Charles Truong
4. Pierre Perron
5. Xiaofeng Shao
6. Lajos Horv'ath
7. J. Qian
8. Laurent Oudre
9. Tze Leung Lai
10. P. Claeys

Papers from Zhongjun Qu's perspective

Ordered by how strongly the researchers Zhongjun Qu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Statistics for long-memory processes
3. Long Memory and Regime Switching
4. Regression Shrinkage and Selection via the Lasso
5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
6. MODELING AND FORECASTING REALIZED VOLATILITY
7. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
8. The distribution of realized stock return volatility
9. Estimating the Dimension of a Model
10. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Their papers

• Nonparametric estimation and inference on conditional quantile processes (2015) — 78 citations
• Estimating and Testing Structural Changes in Multivariate Regressions (2007) — 502 citations
• A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (2007) — 232 citations
• Estimating restricted structural change models (2006) — 156 citations
• Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices (2010) — 195 citations
• A Test Against Spurious Long Memory (2011) — 161 citations
• Testing for Structural Change in Regression Quantiles (2008) — 151 citations
• Estimating Structural Changes in Regression Quantiles (2011) — 122 citations
• Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models (2012) — 68 citations
• An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts (2006) — 92 citations