Narrow search
Showing 1 - 7 of 7
Cover Image
Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - In: Journal of econometrics 92 (1999) 1, pp. 173
Persistent link: https://www.econbiz.de/10006784941
Cover Image
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
He, Changli; Terasvirta, Timo; Gonzalez, Andres - In: Econometric reviews 28 (2009) 1, pp. 225-245
Persistent link: https://www.econbiz.de/10008160771
Cover Image
Moment Structure of a Family of First-Order Exponential GARCH Models
He, Changli; Teräsvirta, Timo; Malmsten, Hans - In: Econometric theory 18 (2002) 4, pp. 868-885
Persistent link: https://www.econbiz.de/10006973198
Cover Image
ARTICLES - Fourth Moment Structure of the GARCH (p, q) Process
He, Changli; Teräsvirta, Timo - In: Econometric theory 15 (1999) 6, pp. 824-846
Persistent link: https://www.econbiz.de/10006985950
Cover Image
Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes
He, Changli; Sandberg, Rickard - In: Econometric reviews 31 (2012) 1, pp. 34-60
Persistent link: https://www.econbiz.de/10009986243
Cover Image
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
He, Changli; Tersvirta, Timo; Gonzlez, Andrs - In: Econometric reviews 28 (2008) 1, pp. 225-246
Persistent link: https://www.econbiz.de/10009266574
Cover Image
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE
He, Changli; Teräsvirta, Timo - In: Econometric theory 20 (2004) 5, pp. 904-926
Persistent link: https://www.econbiz.de/10006962814