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~isPartOf:"Journal of econometrics"
~person:"Li, Guodong"
~subject:"ARCH model"
~subject:"Estimation"
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ARCH model
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Li, Guodong
Todorov, Viktor
14
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9
Francq, Christian
9
Linton, Oliver
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Tauchen, George Eugene
9
Phillips, Peter C. B.
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Callaway, Brantly
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4
Hallin, Marc
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4
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Li, Kunpeng
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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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
Saved in:
2
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
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3
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
Saved in:
4
Moment-based tests for individual and time effects in panel data models
Wu, Jianhong
;
Li, Guodong
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 569-581
Persistent link: https://www.econbiz.de/10010256863
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