Zhu, Ke and Yu, Philip L.H. and Li, Wai Keung (2013): Testing for the buffered autoregressive processes.
Zhu, Ke and Li, Wai Keung (2013): A new Pearson-type QMLE for conditionally heteroskedastic models.
Zhu, Ke and Li, Wai Keung (2014): A new Pearson-type QMLE for conditionally heteroskedastic models.
Zhu, Ke and Li, Wai Keung and Yu, Philip L.H. (2014): Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates.
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