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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
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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
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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
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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
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Strategic adaptations to environments inside China : an empirical investigation in the construction industry
Kang, Jian; Cheah, Charles Y. J.; Chew, David A. S.; … - In: Chinese management studies : CMS 1 (2007) 1, pp. 42-56
Persistent link: https://www.econbiz.de/10009896709
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Meta Analysis of Functional Neuroimaging Data via Bayesian Spatial Point Processes
Kang, Jian; Johnson, Timothy D; Nichols, Thomas E; … - In: Journal of the American Statistical Association : JASA 106 (2011) 493, pp. 124-135
Persistent link: https://www.econbiz.de/10008999399
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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
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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
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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
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Om eftersläpningsstrukturen i en prognosmodell för Finlands utrikeshandel
Teräsvirta, Timo - In: Ekonomiska Samfundets tidskrift 27 (1974) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10009917607