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~person:"Li, Wai Keung"
~subject:"Heteroscedasticity"
~subject:"Theory"
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Heteroscedasticity
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2
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Duration analysis
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Li, Wai Keung
Phillips, Peter C. B.
38
Sun, Yixiao
30
Teräsvirta, Timo
16
Lee, Lung-fei
15
Lanne, Markku
13
Saikkonen, Pentti
13
Lesage, James P.
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Kelejian, Harry H.
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Prucha, Ingmar R.
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Sul, Donggyu
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Dufour, Jean-Marie
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Franses, Philip Hans
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9
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8
Pesaran, M. Hashem
8
Shin, Yongcheol
8
Bollerslev, Tim
7
Clements, Michael P.
7
Gouriéroux, Christian
7
Hafner, Christian M.
7
He, Changli
7
Koopman, Siem Jan
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Lieberman, Offer
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Lütkepohl, Helmut
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Rossi, Francesca
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Talmain, Gabriel
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Vogelsang, Timothy J.
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Chahrour, Ryan
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Egger, Peter
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Giovanis, Eleftherios
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Hwang, Jungbin
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Jin, Fei
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Krolzig, Hans-Martin
6
Mikusheva, Anna
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Psaradakis, Zacharias G.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Economics letters
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ECONIS (ZBW)
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On mixture double autoregressive time series models
Li, Guodong
;
Zhu, Qianqian
;
Liu, Zhao
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 306-317
Persistent link: https://www.econbiz.de/10011704199
Saved in:
2
Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011893733
Saved in:
3
On the residual autocorrelation of the autoregressive conditional duration model
Li, Wai Keung
;
Yu, L. H.
- In:
Economics letters
79
(
2003
)
2
,
pp. 169-175
Persistent link: https://www.econbiz.de/10001750931
Saved in:
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