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~type_genre:"Article in journal"
~subject:"ARMA-Modell"
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Ling, Shiqing
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Zhu, Ke
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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
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
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