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~subject:"ARCH model"
~subject:"Nichtlineare Regression"
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Testing for multivariate volat...
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
Saved in:
2
Estimating GARCH models : when to use what?
Huang, Da
;
Wang, Hansheng
;
Yao, Qiwei
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10003648603
Saved in:
3
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
4
Modelling multivariate volatilities via conditionally uncorrelated components
Fan, Jianqing
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003164853
Saved in:
5
Modelling multivariate volatilities : an ad hoc method
Wang, Mingjin
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003165050
Saved in:
6
Exploring spatial nonlinearity using additive approximation
Lu, Zu-di
;
Lundervold, Arvid
;
Tjøstheim, Dag
;
Yao, Qiwei
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075163
Saved in:
7
Approximating volatilities by asymmetric power GARCH function
Penzer, Jeremy
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075165
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8
Least absolute deviations estimation for ARCH and GARCH models
Peng, Liang
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755629
Saved in:
9
Inference in ARCH and GARCH models with heavy-tailed errors
Hall, Peter
;
Yao, Qiwei
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 285-317
Persistent link: https://www.econbiz.de/10001731116
Saved in:
10
Estimation for double-nonlinear cointegration
Lin, Yingqian
;
Tu, Yundong
;
Yao, Qiwei
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
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