Xingfa Zhang

According to our database, Xingfa Zhang authored at least 8 papers between 2021 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Statistical inferences for a type of TGARCH model.

Chunliang Deng, Xingfa Zhang, Yuan Li, Zefang Song

Commun. Stat. Simul. Comput., May, 2026

2025

The nonparametric GARCH model estimation using intraday high-frequency data.

Fangrou Chai, Xingfa Zhang, Yuan Li, Yanshan Chen

Commun. Stat. Simul. Comput., October, 2025

2024

Portmanteau Test for ARCH-Type Models by Using High-Frequency Data.

Yanshan Chen, Xingfa Zhang, Chunliang Deng, Yujiao Liu

Axioms, March, 2024

Estimation of Conditional Covariance Matrices for a Class of High-Dimensional Varying Coefficient Factor-Generalized Autoregressive Conditional Heteroscedasticity Model.

Yujiao Liu, Yuan Li, Xingfa Zhang

Symmetry, 2024

2023

Daily Semiparametric GARCH Model Estimation Using Intraday High-Frequency Data.

Fangrou Chai, Yuan Li, Xingfa Zhang, Zhongxiu Chen

Symmetry, March, 2023

2022

High-Dimensional Conditional Covariance Matrices Estimation Using a Factor-GARCH Model.

Xiaoling Li, Xingfa Zhang, Yuan Li

Symmetry, 2022

On the test of the volatility proxy model.

Chunliang Deng, Xingfa Zhang, Yuan Li, Zefang Song

Commun. Stat. Simul. Comput., 2022

2021

On developing sensitive nonparametric mixed control charts with application to manufacturing industry.

Saber Ali, Zameer Abbas, Hafiz Zafar Nazir, Muhammad Riaz, Xingfa Zhang, Yuan Li

Qual. Reliab. Eng. Int., 2021