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subject:"Volatility"
type_genre:"Article in journal"
~person:"Li, Guodong"
~subject:"ARCH model"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Li, Guodong
Francq, Christian
19
Kumar, Dilip
16
Maheswaran, S.
14
Zakoïan, Jean-Michel
14
Linton, Oliver
13
Todorov, Viktor
12
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11
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11
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8
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8
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8
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8
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7
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7
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7
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7
Li, Yingying
7
Liu, Zhi
7
McAleer, Michael
7
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7
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7
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7
Ardia, David
6
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6
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6
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6
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6
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5
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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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1
A note on distributed quantile regression by pilot sampling and one-step updating
Pan, Rui
;
Ren, Tunan
;
Guo, Baishan
;
Li, Feng
;
Li, Guodong
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1691-1700
Persistent link: https://www.econbiz.de/10013540454
Saved in:
2
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:
3
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
4
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:
5
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:
6
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:
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