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Maximum likelihood estimation for the VAR-VARCH model : a new approach
Liu, Shuangzhe; Polasek, Wolfgang - 1999
Persistent link: https://www.econbiz.de/10001433663
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Maximum likelihood estimation for the VAR-VARCH model: a new approach
Liu, Shuangzhe; Polasek, Wolfgang - In: Modelling and decisions in economics : essays in honor …, (pp. 99-113). 1999
Persistent link: https://www.econbiz.de/10001430588
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Improved estimation strategy in multi-factor Vasicek model
Ahmed, S. Ejaz; Nkurunziza, Sévérien; Liu, Shuangzhe - In: Statistical inference, econometric analysis and matrix …, (pp. 255-270). 2009
Persistent link: https://www.econbiz.de/10003781036
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On estimation in conditional heteroskedastic time series models under non-normal distributions
Liu, Shuangzhe; Heyde, Chris C. - In: Statistical papers 49 (2008) 3, pp. 455-469
Persistent link: https://www.econbiz.de/10003715360