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subject:"Share price"
type_genre:"Article in journal"
~person:"Li, Wai Keung"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Share price
ARCH model
Kapitaleinkommen
Estimation theory
10
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6
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4
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4
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Li, Wai Keung
Francq, Christian
18
Zakoïan, Jean-Michel
16
Kumar, Dilip
15
Maheswaran, S.
13
Tauchen, George Eugene
10
Li, Jia
8
Linton, Oliver
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
McAleer, Michael
6
Shephard, Neil G.
6
Bollerslev, Tim
5
Faff, Robert W.
5
Hafner, Christian M.
5
Horváth, Lajos
5
Jondeau, Eric
5
Krämer, Walter
5
Li, Guodong
5
Li, Yingying
5
Luger, Richard
5
Mykland, Per A.
5
Paolella, Marc S.
5
Rodrigues, Paulo M. M.
5
Sucarrat, Genaro
5
Wang, Yazhen
5
Zhu, Ke
5
Allen, David E.
4
Andersen, Torben
4
Arvanitis, Stelios
4
Carnero, M. Angeles
4
Chan, Ngai Hang
4
Demetrescu, Matei
4
Kim, Jong-Min
4
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2
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The statistician : journal of the Institute of Statisticians
1
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ECONIS (ZBW)
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1
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
2
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
Saved in:
3
Score tests for hyperbolic GARCH models
Li, Muyi
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 579-586
Persistent link: https://www.econbiz.de/10009355588
Saved in:
4
Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong
;
Li, Wai Keung
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
Saved in:
5
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung
- In:
The statistician : journal of the Institute of Statisticians
44
(
1995
)
3
,
pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
Saved in:
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