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~subject:"ARMA-Modell"
~subject:"Hongkong"
~type_genre:"Article in journal"
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ARMA-Modell
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Li, Wai Keung
6
Yu, Philip L. H.
2
Jin, Shusong
1
Lam, Kin
1
Lin, Jianzhi
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Ling, Shiqing
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Ng, F. C.
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Zhu, Ke
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
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1
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ECONIS (ZBW)
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1
The generalized conditional autoregressive wishart model for multivariate realized volatility
Yu, Philip L. H.
;
Li, Wai Keung
;
Ng, F. C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 513-527
Persistent link: https://www.econbiz.de/10011893712
Saved in:
2
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:
3
On some models for value-at-risk
Yu, Philip L. H.
;
Li, Wai Keung
;
Jin, Shusong
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 622-641
Persistent link: https://www.econbiz.de/10008668112
Saved in:
4
Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models
Ling, Shiqing
;
Li, Wai Keung
- In:
Econometric theory
17
(
2001
)
4
,
pp. 738-764
Persistent link: https://www.econbiz.de/10001606782
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:
6
Price changes and trading volume relationship in the Hong Kong stock market
Lin, Jianzhi
- In:
Asia Pacific journal of management : APJM ; a …
7
(
1990
),
pp. 25-42
Persistent link: https://www.econbiz.de/10001109260
Saved in:
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