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On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
Ling, Shiqing; Li, W.K. - In: Journal of the American Statistical Association : JASA 92 (1997) 439, pp. 1184-1194
Persistent link: https://www.econbiz.de/10006630183
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Time series - Joint modeling of cointegration and conditional heteroscedasticity with applications
Wong, Heung; Li, W.K.; Ling, Shiqing - In: Annals of the Institute of Statistical Mathematics : AISM 57 (2005) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10006546003
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ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
Ling, Shiqing; Li, W.K. - In: Econometric theory 19 (2003) 4, pp. 541-564
Persistent link: https://www.econbiz.de/10006968113
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ARTICLES - Asymptotic Inference for Nonstationary Fractionally Integrated Autoregressive Moving-Average Models
Ling, Shiqing; Li, W.K. - In: Econometric theory 17 (2001) 4, pp. 738-764
Persistent link: https://www.econbiz.de/10006978088
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Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
Ling, Shiqing; Li, W.; Mcaleer, Michael - In: Econometric reviews 22 (2003) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10006889426
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A general asymptotic theory for time-series models
Ling, Shiqing; McAleer, Michael - In: Statistica Neerlandica : journal of the Netherlands … 64 (2010) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10008370581
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ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
Ling, Shiqing; Mcaleer, Michael - In: Econometric theory 19 (2003) 2, pp. 280-310
Persistent link: https://www.econbiz.de/10006969747
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Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models
Ling, Shiqing; McAleer, Michael - In: Econometric theory 18 (2002) 3, pp. 722-729
Persistent link: https://www.econbiz.de/10006973968
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Stationarity and the existence of moments of a family of GARCH processes
Ling, Shiqing; Mcaleer, Michael - In: Journal of econometrics 106 (2002) 1, pp. 109-118
Persistent link: https://www.econbiz.de/10006770264
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A threshold stochastic volatility model
So, Mike K.P.; Li, W.K.; Lam, K. - In: Journal of forecasting 21 (2002) 7, pp. 473-500
Persistent link: https://www.econbiz.de/10006891490