//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Wong, Tony Siu Tung"
~person:"Zhu, Ke"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Li, Wai Keung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Theorie
3
Theory
3
Estimation theory
2
Exchange rate
2
GARCH model
2
Heteroscedasticity
2
Heteroskedastizität
2
Schätztheorie
2
Volatility
2
Volatilität
2
Wechselkurs
2
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Asymmetric innovation
1
Asymmetric power GARCH
1
Asymmetry testing
1
Autocorrelation
1
Autokorrelation
1
Block-wise random weighting method
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Buffered AR model
1
Buffered AR-GARCH model
1
Conditionally heteroscedastic model
1
Diagnostic checking
1
Estimation
1
Exchange rates
1
Innovation
1
Least squares estimation
1
Leptokurtic innovation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
Nichtlineare Regression
1
Non-Gaussian QMLE
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Wong, Tony Siu Tung
Zhu, Ke
Li, Wai Keung
36
Yu, Philip L. H.
7
Li, Guodong
5
Ling, Shiqing
5
Lam, Kin
4
So, Mike Ka-pui
4
Law, Keith K. F.
2
Li, Muyi
2
McAleer, Michael
2
Cheng, Xixin
1
Ching, Wai Ki
1
Jin, Shusong
1
Kwan, W.
1
Law, K. F.
1
Lee, David
1
Lee, Sheng-yi
1
Li, C. W.
1
Li, Dong
1
Li, Li-min
1
Li, Tang
1
Lin, Jianzhi
1
Liu, Zhao
1
Ng, F. C
1
Ng, F. C.
1
Ng, K. W.
1
Shen, Keren
1
Siu, Tak Kuen
1
Wang, Guochang
1
Wat, Kam Pui
1
Wong, P. S.
1
Wu, Xueyuan
1
Yao, Jianfeng
1
Yu, L. H.
1
Yu, Philip L. H
1
Yuen, Kam C.
1
Yuen, Kam Chuen
1
Zhang, Zhiqiang
1
Zhang, Ziyi
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Insurance / Mathematics & economics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011893733
Saved in:
3
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
Saved in:
4
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
5
Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
Lee, David
;
Li, Wai Keung
;
Wong, Tony Siu Tung
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 538-550
Persistent link: https://www.econbiz.de/10009683219
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->