Narrow search
Showing 1 - 4 of 4
Cover Image
Testing for financial contagion based on a nonparametric measure of the cross-market correlation
Li, Fuchun; Zhu, Hui - In: Review of financial economics : RFE 23 (2014) 3, pp. 141-147
Persistent link: https://www.econbiz.de/10010442578
Cover Image
Combining forecasts with nonparametric kernel regressions
Li, Fuchun (contributor); Tkacz, Greg (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4
Persistent link: https://www.econbiz.de/10002652257
Cover Image
Evaluating linear and non-linear time-varying forecast-combination methods
Li, Fuchun; Tkacz, Greg - 2001
Persistent link: https://www.econbiz.de/10001596292
Cover Image
A consistent test for multivariate conditional distributions
Li, Fuchun; Tkacz, Greg - In: Econometric reviews 30 (2011) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10008990441