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Quantile cointegrating regression
Xiao, Zhijie - 2009
Persistent link: https://www.econbiz.de/10003848717
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Quantile cointegrating regression
Xiao, Zhijie - In: Journal of econometrics 150 (2009) 2, pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
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Conditional quantile estimation for GARCH models
Xiao, Zhijie; Koenker, Roger - 2009
Persistent link: https://www.econbiz.de/10003901820
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Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
Xiao, Zhijie; Koenker, Roger - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1696-1712
Persistent link: https://www.econbiz.de/10003993253
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A generalized partially linear model of asymmetric volatility
Wu, Guojun; Xiao, Zhijie - In: Journal of empirical finance 9 (2002) 3, pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
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Testing for changing volatility
Wu, Jilin; Xiao, Zhijie - In: The econometrics journal 21 (2018) 2, pp. 192-217
Persistent link: https://www.econbiz.de/10012166609