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~isPartOf:"Journal of econometrics"
~person:"Li, Guodong"
~subject:"ARCH model"
~subject:"Time series analysis"
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Li, Guodong
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
14
Park, Joon Y.
11
Xiao, Zhijie
11
Zakoïan, Jean-Michel
11
Chen, Xiaohong
10
Francq, Christian
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Hallin, Marc
9
Todorov, Viktor
9
Swanson, Norman R.
8
Andersen, Torben
7
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7
Chen, Rong
7
Gao, Jiti
7
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Li, Jia
7
Patton, Andrew J.
7
Tauchen, George Eugene
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Ghysels, Eric
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
McAleer, Michael
6
Ng, Serena
6
Perron, Pierre
6
Rombouts, Jeroen V. K.
6
Barigozzi, Matteo
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
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5
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Journal of econometrics
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
Saved in:
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
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