Zaichao Du, Ph.D. - Publications
Affiliations: | 2010 | Economics | Indiana University, Bloomington, Bloomington, IN, United States |
Area:
General EconomicsYear | Citation | Score | |||
---|---|---|---|---|---|
2017 | Zhu G, Du Z, Escanciano JC. Automatic Portmanteau Tests with Applications to Market Risk Management Stata Journal. 17: 901-915. DOI: 10.2139/Ssrn.2929340 | 0.605 | |||
2017 | Du Z, Escanciano JC. Backtesting Expected Shortfall: Accounting for Tail Risk Management Science. 63: 940-958. DOI: 10.1287/Mnsc.2015.2342 | 0.592 | |||
2016 | Du Z. Nonparametric bootstrap tests for independence of generalized errors Econometrics Journal. 19: 55-83. DOI: 10.1111/Ectj.12059 | 0.415 | |||
2015 | Du Z, Escanciano JC. A Nonparametric Distribution-Free Test for Serial Independence of Errors Econometric Reviews. 34: 1011-1034. DOI: 10.1080/07474938.2014.956616 | 0.577 | |||
2014 | Du Z. Testing for serial independence of panel errors Computational Statistics and Data Analysis. 76: 248-261. DOI: 10.1016/J.Csda.2013.07.031 | 0.406 | |||
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