Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
High-dimensional low-rank tensor autoregressive time series modeling
Wang, Di; Zheng, Yao; Li, Guodong - In: Journal of econometrics 238 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10015073791