Author Search Results :: UTM Library Massive Scholar Tracking

1

A mixture deep neural network GARCH model for volatility forecasting by Wenhui Feng, Yuan Li, Xingfa Zhang

Published 2023-05-01

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2

High-Dimensional Conditional Covariance Matrices Estimation Using a Factor-GARCH Model by Xiaoling Li, Xingfa Zhang, Yuan Li

Published 2022-01-01

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3

Garch Model Test Using High-Frequency Data by Chunliang Deng, Xingfa Zhang, Yuan Li, Qiang Xiong

Published 2020-11-01

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4

Portmanteau Test for ARCH-Type Models by Using High-Frequency Data by Yanshan Chen, Xingfa Zhang, Chunliang Deng, Yujiao Liu

Published 2024-02-01

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5

Linear regression estimation using intraday high frequency data by Wenhui Feng, Xingfa Zhang, Yanshan Chen, Zefang Song

Published 2023-04-01

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6

Daily Semiparametric GARCH Model Estimation Using Intraday High-Frequency Data by Fangrou Chai, Yuan Li, Xingfa Zhang, Zhongxiu Chen

Published 2023-04-01

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7

Daily nonparametric ARCH(1) model estimation using intraday high frequency data by Xin Liang, Xingfa Zhang, Yuan Li, Chunliang Deng

Published 2021-01-01

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8

On Designing Non-Parametric EWMA Sign Chart under Ranked Set Sampling Scheme with Application to Industrial Process by Saber Ali, Zameer Abbas, Hafiz Zafar Nazir, Muhammad Riaz, Xingfa Zhang, Yuan Li

Published 2020-09-01

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