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Quasi-likelihood estimation of a threshold diffusion process
Su, Fei; Chan, Kung-sik - In: Journal of econometrics 189 (2015) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
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Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model
Zhang, Heng-Guo; Su, Chi-Wei; Song, Yan; Qiu, Shuqi; … - In: Economic modelling 67 (2017), pp. 355-367
Persistent link: https://www.econbiz.de/10011813839
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Conditional volatility persistence and realized volatility asymmetry : evidence from the Chinese stock markets
Su, Fei; Wang, Lei - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 14, pp. 3252-3269
Persistent link: https://www.econbiz.de/10012312730
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Time series analysis : with applications in R
Cryer, Jonathan D.; Chan, Kung-sik - 2010 - Second edition
Persistent link: https://www.econbiz.de/10014006479
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Estimating the death rate of an emerging infections disease by time series analysis
Chan, Kung-sik (contributor); Tong, Howell (contributor) - 2005
Persistent link: https://www.econbiz.de/10003299203