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subject:"ARCH-Modell"
subject:"Börsenkurs"
~person:"Li, Dong"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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ARCH-Modell
Börsenkurs
Estimation theory
15
Schätztheorie
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5
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5
Time series analysis
5
Zeitreihenanalyse
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ARCH model
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Li, Dong
Francq, Christian
18
Zakoïan, Jean-Michel
16
Kumar, Dilip
14
Maheswaran, S.
10
Tauchen, George Eugene
9
Li, Jia
8
Rahbek, Anders
8
Teräsvirta, Timo
8
Bauwens, Luc
7
Todorov, Viktor
7
Ardia, David
6
Engle, Robert F.
6
Kim, Donggyu
6
Ling, Shiqing
6
Linton, Oliver
6
McAleer, Michael
6
Paolella, Marc S.
6
Shephard, Neil G.
6
Faff, Robert W.
5
Hafner, Christian M.
5
Horváth, Lajos
5
Jondeau, Eric
5
Krämer, Walter
5
Li, Guodong
5
Li, Wai Keung
5
Luger, Richard
5
Sucarrat, Genaro
5
Wang, Yazhen
5
Zhu, Ke
5
Allen, David E.
4
Arvanitis, Stelios
4
Carnero, M. Angeles
4
Chan, Ngai Hang
4
Kim, Jong-Min
4
Mills, Terence C.
4
Mykland, Per A.
4
Pedersen, Rasmus Søndergaard
4
Rockinger, Michael
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Silvennoinen, Annastiina
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
2
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
3
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Saved in:
4
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
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