Narrow search
Showing 1 - 10 of 85
Cover Image
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing; McAleer, Michael; Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Cover Image
Estimation of change-points in linear and nonlinear time series models
Ling, Shiqing - In: Econometric theory 32 (2016) 2, pp. 402-430
Persistent link: https://www.econbiz.de/10011578492
Cover Image
Model-based pricing for financial derivatives
Zhu, Ke; Ling, Shiqing - In: Journal of econometrics 187 (2015) 2, pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Cover Image
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - In: Journal of econometrics 189 (2015) 2, pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Cover Image
A note on the LSE of three-regime TAR model with an infinite variance
Yang, Yaxing; Ling, Shiqing - In: Annals of financial economics 13 (2018) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10011931160
Cover Image
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong; Zhang, Xingfa; Zhu, Ke; Ling, Shiqing - In: Journal of econometrics 202 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Cover Image
On a threshold double autoregressive model
Li, Dong; Ling, Shiqing; Zhang, Rongmao - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
Cover Image
Goodness-of-fit test for nonlinear time series models
Han, Ngai Sze; Ling, Shiqing - In: Annals of financial economics 12 (2017) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10011716102
Cover Image
Inference for heavy-tailed and multiple-threshold double autoregressive models
Yang, Yaxing; Ling, Shiqing - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 318-333
Persistent link: https://www.econbiz.de/10011704205
Cover Image
Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
Yang, Yaxing; Ling, Shiqing - In: Journal of econometrics 197 (2017) 2, pp. 368-381
Persistent link: https://www.econbiz.de/10011818364