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Threshold autoregressive models for interval-valued time series data
Sun, Yuying
;
Han, Ai
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 414-446
Persistent link: https://www.econbiz.de/10012110403
Saved in:
2
Model averaging based on leave-subject-out cross-validation
Gao, Yan
;
Zhang, Xinyu
;
Wang, Shouyang
;
Zou, Guohua
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 139-151
Persistent link: https://www.econbiz.de/10011616012
Saved in:
3
Granger causality in risk and detection of extreme risk spillover between financial markets
Hong, Yongmiao
;
Liu, Yanhui
;
Wang, Shouyang
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 271-287
Persistent link: https://www.econbiz.de/10003858904
Saved in:
4
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
5
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
6
Granger causality in risk and detection of extreme risk spillover between financial markets
Hong, Yongmiao
;
Liu, Yanhui
;
Wang, Shouyang
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 271-287
Persistent link: https://www.econbiz.de/10008253321
Saved in:
7
Granger causality in risk and detection of extreme risk spillover between financial markets
Hong, Yongmiao
;
Liu, Yanhui
;
Wang, Shouyang
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10008890753
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