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A consistent test for conditional heteroskedasticity in time-series regression models
Hsiao, Cheng; Li, Qi - In: Econometric theory 17 (2001) 1, pp. 188-221
Persistent link: https://www.econbiz.de/10001556097
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Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan; Long, Wei; Zhang, Xinyu; Li, Qi - In: Econometric theory 35 (2019) 4, pp. 777-815
Persistent link: https://www.econbiz.de/10012386828