| Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA–GARCH/IGARCH models K Zhu, S Ling Annals of Statistics 39 (4), 2131-2163, 2011 | 104 | 2011 |
| Bootstrapping the portmanteau tests in weak auto-regressive moving average models K Zhu Journal of the Royal Statistical Society, Series B 78 (2), 463-485, 2016 | 50 | 2016 |
| The ZD-GARCH model: A new way to study heteroscedasticity D Li, X Zhang, K Zhu, S Ling Journal of Econometrics 202 (1), 1-17, 2018 | 48 | 2018 |
| LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises K Zhu, S Ling Journal of the American Statistical Association 110 (510), 784-794, 2015 | 41 | 2015 |
| A bootstrapped spectral test for adequacy in weak ARMA models K Zhu, WK Li Journal of Econometrics 187 (1), 113-130, 2015 | 32 | 2015 |
| Quasi-maximum exponential likelihood estimators for a double AR(p) model K Zhu, S Ling Statistica Sinica 23 (2), 251-270, 2013 | 31 | 2013 |
| Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates K Zhu, WK Li, PLH Yu Journal of Business & Economic Statistics 35 (4), 528-542, 2017 | 27 | 2017 |
| Testing for the buffered autoregressive processes K Zhu, PLH Yu, WK Li Statistica Sinica 24 (2), 971-984, 2014 | 26 | 2014 |
| The global weighted LAD estimators for finite/infinite variance ARMA(p, q) models K Zhu, S Ling Econometric Theory 28 (5), 1065-1086, 2012 | 24 | 2012 |
| Modeling normalcy-dominant ordinal time series: An application to air quality level M Liu, F Zhu, K Zhu Journal of Time Series Analysis 43 (3), 460-478, 2022 | 23 | 2022 |
| A new Pearson-type QMLE for conditionally heteroskedastic models K Zhu, WK Li Journal of Business & Economic Statistics 33 (4), 552-565, 2015 | 23 | 2015 |
| Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations M Chen, K Zhu Journal of Econometrics 189 (2), 313-320, 2015 | 19 | 2015 |
| Statistical inference for autoregressive models under heteroscedasticity of unknown form K Zhu Annals of Statistics 47 (6), 3185-3215, 2019 | 18 | 2019 |
| Model checks for nonlinear cointegrating regression Q Wang, D Wu, K Zhu Journal of Econometrics 207 (2), 261-284, 2018 | 17 | 2018 |
| Non-standard inference for augmented double autoregressive models with null volatility coefficients F Jiang, D Li, K Zhu Journal of Econometrics 215 (1), 165-183, 2020 | 16 | 2020 |
| Time series models for realized covariance matrices based on the matrix-F distribution J Zhou, F Jiang, K Zhu, WK Li Statistica Sinica 32 (2), 755-786, 2022 | 15 | 2022 |
| New HSIC-based tests for independence between two stationary multivariate time series G Wang, WK Li, K Zhu Statistica Sinica 31 (1), 269-300, 2021 | 15 | 2021 |
| A mixed portmanteau test for ARMA‐GARCH models by the quasi‐maximum exponential likelihood estimation approach K Zhu Journal of Time Series Analysis 34 (2), 230-237, 2013 | 14 | 2013 |
| Testing for the martingale difference hypothesis in multivariate time series models G Wang, K Zhu, X Shao Journal of Business & Economic Statistics 40 (3), 980-994, 2022 | 13 | 2022 |
| Model-based pricing for financial derivatives K Zhu, S Ling Journal of Econometrics 187 (2), 447-457, 2015 | 12 | 2015 |
Ling ShiqingProfessor, Hong Kong University of Science and Technology在 ust.hk 的电子邮件经过验证
