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Comparing long monthly Chinese...
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
2
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
3
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
4
Fourth moment structure of a family of first-order exponential GARCH models
He, Changli
;
Teräsvirta, Timo
;
Malmsten, Hans
-
1999
Persistent link: https://www.econbiz.de/10001438416
Saved in:
5
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/10001507480
Saved in:
6
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
Saved in:
7
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000971355
Saved in:
8
Higher-order dependence in the general power arch process and a special case
He, Changli
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001393098
Saved in:
9
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
Saved in:
10
Moment stucture 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/10001687472
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