Guohua Zou

Chinese Academy of Sciences - Academy of Mathematics and Systems Science

52 Sanlihe Rd.

Datun Road, Anwai

Beijing, Xicheng District 100864

China

SCHOLARLY PAPERS

5

DOWNLOADS

267

SSRN CITATIONS
Rank 41,957

SSRN RANKINGS

Top 41,957

in Total Papers Citations

11

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Forecasting the Technical Range Volatility with Moving Average (TRV-MA) Modle

Number of pages: 16 Posted: 15 Nov 2009
Haibin Xie, Guohua Zou and Shouyang Wang
affiliation not provided to SSRN, Chinese Academy of Sciences - Academy of Mathematics and Systems Science and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Downloads 137 (210,349)

Abstract:

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ARCH, GARCH, TRV-MA, Price Range

2.

Least Squares Model Combining by Mallows Criterion

Number of pages: 11 Posted: 23 Sep 2008
Xinyu Zhang, Alan T. K. Wan and Guohua Zou
affiliation not provided to SSRN, City University of Hong Kong (CityUHK) - Department of Management Sciences and Chinese Academy of Sciences - Academy of Mathematics and Systems Science
Downloads 103 (259,794)
Citation 10

Abstract:

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asymptotic optimality, continuous weights, Mallows criterion, non-nested models

3.

Further Results on Optimal Critical Values of Pre-Test When Estimating the Regression Error Variance

Econometrics Journal, Vol. 9, No. 1, pp. 159-176, March 2006
Number of pages: 18 Posted: 08 May 2006
City University of Hong Kong (CityUHK) - Department of Management Sciences, Chinese Academy of Sciences - Academy of Mathematics and Systems Science and Kobe University - Faculty of Economics
Downloads 14 (557,423)
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4.

On the Sensitivity of the Restricted Least Squares Estimators to Covariance Misspecification

Econometrics Journal, Vol. 10, Issue 3, pp. 471-487, November 2007
Number of pages: 17 Posted: 31 Oct 2007
Alan T. K. Wan, Guohua Zou and Huaizhen Qin
City University of Hong Kong (CityUHK) - Department of Management Sciences, Chinese Academy of Sciences - Academy of Mathematics and Systems Science and affiliation not provided to SSRN
Downloads 13 (563,524)
Citation 1
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5.

Model Averaging Based on Kullback-Leibler Distance

Posted: 12 Oct 2012
Xinyu Zhang and Guohua Zou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Chinese Academy of Sciences - Academy of Mathematics and Systems Science

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akaike information, Kullback-Leibler distance, model averaging