Statistics
Publications
2
Citations
67
H-Index
2
Active since
2005
Affiliations
Chinese University of Hong Kong(Current)
Kun Zhang is an author at Chinese University of Hong Kong specializing in time series analysis, correlation, and generalized autoregressive conditional heteroskedasticity models.
Publications per year
2005–2009
2
2
Efficient factor GARCH models and factor-DCC models
Kun Zhang, Laiwan Chan · Quantitative Finance · 2009 · 53 citations
Dimension reduction as a deflation method in ICA
Kun Zhang, Laiwan Chan · IEEE Signal Processing Letters · 2005 · 14 citations
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