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Chunliang Deng
Institution:
Jiaying University
Observed institutions:
Jiaying University,
Guangzhou University
ORCID:
0000-0002-1403-8670
Observed ORCID:
0000-0002-1403-8670
OpenAlex ID:
A5074301989
Garch Model Test Using High-Frequency Data
2020
·
Chunliang Deng
, Xingfa Zhang
, et al.
·
Mathematics
·
6
Daily nonparametric ARCH(1) model estimation using intraday high frequency data
2021
·
Xin Liang
, Xingfa Zhang
, et al.
·
AIMS Mathematics
·
4
On the test of the volatility proxy model
2020
·
Chunliang Deng
, Xingfa Zhang
, et al.
·
Communications in Statistics - Simulation and Computation
·
4
Portmanteau Test for ARCH-Type Models by Using High-Frequency Data
2024
·
Yanshan Chen
, Xingfa Zhang
, et al.
·
Axioms
·
1
PDF
Statistical inferences for a type of TGARCH model
2025
·
Chunliang Deng
, Xingfa Zhang
, et al.
·
Communications in Statistics - Simulation and Computation
PDF
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Works count:
5
Citation count:
15
H-index:
3
I10-index:
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