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Density estimation for nonlinear parametric models with conditional heteroscedasticity
Zhao, Zhibiao - In: Journal of econometrics 155 (2010) 1, pp. 71-82
Persistent link: https://www.econbiz.de/10003965383
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Nonparametric model validations for hidden Markov models with applications in financial econometrics
Zhao, Zhibiao - In: Journal of econometrics 162 (2011) 2, pp. 225-239
Persistent link: https://www.econbiz.de/10009270648
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Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao; Wu, Wei Biao - In: Journal of econometrics 153 (2009) 1, pp. 83-92
Persistent link: https://www.econbiz.de/10003892656
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Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng; Zhao, Zhibiao - In: Journal of econometrics 195 (2016) 1, pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
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Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao; Wu, Wei Biao - In: Journal of econometrics 153 (2009) 1, pp. 83-92
Persistent link: https://www.econbiz.de/10008311723
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Nonparametric model validations for hidden Markov models with applications in financial econometrics
Zhao, Zhibiao - In: Journal of econometrics 162 (2011) 2, pp. 225-240
Persistent link: https://www.econbiz.de/10008997625
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Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao; Wu, Wei Biao - In: Journal of econometrics 153 (2009) 1, pp. 83-93
Persistent link: https://www.econbiz.de/10008883206
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Micro versus macro cointegration in heterogeneous panels
Zhao, Zhibiao - In: Journal of econometrics 155 (2010) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10008375728