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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Li, Muyi"
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Stochastic process
Volatility
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Li, Muyi
Todorov, Viktor
10
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7
Zakoïan, Jean-Michel
7
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6
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6
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5
Gouriéroux, Christian
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Jasiak, Joann
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4
Mykland, Per A.
4
Park, Joon Y.
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
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3
Meddahi, Nour
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Wang, Yazhen
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Zhang, Lan
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Chen, Song Xi
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Gallant, A. Ronald
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2
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2
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2
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2
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2
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2
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun, Guo
;
Li, Dong
;
Li, Muyi
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
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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
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