Zhao, Biao; Chen, Zhao; Tao, GuiPing; Chen, Min Composite quantile regression estimation for P-GARCH processes. (English) Zbl 1343.62075 Sci. China, Math. 59, No. 5, 977-998 (2016). MSC: 62M10 62F12 62F35 62P05 PDFBibTeX XMLCite \textit{B. Zhao} et al., Sci. China, Math. 59, No. 5, 977--998 (2016; Zbl 1343.62075) Full Text: DOI
Huang, Jin-shan; Wu, Wu-qing; Chen, Zhao; Zhou, Jian-jun Robust \(M\)-estimate of GJR model with high frequency data. (English) Zbl 1347.91236 Acta Math. Appl. Sin., Engl. Ser. 31, No. 3, 591-606 (2015). MSC: 91G70 60K99 60F15 60F05 62P20 91B84 PDFBibTeX XMLCite \textit{J.-s. Huang} et al., Acta Math. Appl. Sin., Engl. Ser. 31, No. 3, 591--606 (2015; Zbl 1347.91236) Full Text: DOI