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~isPartOf:"Journal of econometrics"
~person:"Li, Guodong"
~person:"Park, Joon Y."
~subject:"ARCH model"
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Li, Guodong
Park, Joon Y.
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Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
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2
Nonstationary nonlinear heteroskedasticity
Park, Joon Y.
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 383-415
Persistent link: https://www.econbiz.de/10001703530
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3
Time series properties of ARCH processes with persistent covariates
Han, Heejoon
;
Park, Joon Y.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 275-292
Persistent link: https://www.econbiz.de/10003782974
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4
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
Saved in:
5
Hybrid quantile
estimation
for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
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