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~person:"Feng, Lingbing"
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Feng, Lingbing
Elliott, Robert J.
48
Casarin, Roberto
42
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
34
Dijk, Herman K. van
28
Guidolin, Massimo
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Gupta, Rangan
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Stachurski, John
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Tsionas, Efthymios G.
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Zha, Tao
27
Bauwens, Luc
25
Kaufmann, Sylvia
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Lütkepohl, Helmut
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Piger, Jeremy Max
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Reffett, Kevin L.
24
Sola, Martin
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Balbus, Lukasz
22
Kim, Chang-jin
22
Chauvet, Marcelle
21
Chib, Siddhartha
21
Cui, Zhenyu
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Dufays, Arnaud
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Kohn, Robert
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Krolzig, Hans-Martin
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Rady, Sven
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D'Amico, Guglielmo
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Doraszelski, Ulrich
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Frühwirth-Schnatter, Sylvia
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Paap, Richard
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Ravazzolo, Francesco
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Leiva-Leon, Danilo
19
Dijk, Dick van
18
Farmer, Roger E. A.
18
Josephson, Jens
18
Kamihigashi, Takashi
18
Lux, Thomas
18
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Guo, Xianping
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
;
Wang, Zili
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
Saved in:
2
Markov regime-switching autoregressive model with tempered stable distribution : simulation evidence
Feng, Lingbing
;
Shi, Yanlin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198500
Saved in:
3
A discussion on the innovation distribution of the Markov regime-switching GARCH model
Shi, Yanlin
;
Feng, Lingbing
- In:
Economic modelling
53
(
2016
),
pp. 278-288
Persistent link: https://www.econbiz.de/10011641034
Saved in:
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