1 citations · 1 across the 1 of their papers we have counts for
2 papers
econ.EM2019★ 1 cited
Hybrid quantile estimation for asymmetric power GARCH models
Guochang Wang, Ke Zhu, Guodong Li +1
Asymmetric power GARCH models have been widely used to study the higher order moments of financial returns, while their quantile estimation has been rarely investigated. This paper…
stat.ME2018
New HSIC-based tests for independence between two stationary multivariate time series
Guochang Wang, Wai Keung Li, Ke Zhu
This paper proposes some novel one-sided omnibus tests for independence between two multivariate stationary time series. These new tests apply the Hilbert-Schmidt independence crit…