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A consistent bootstrap test for conditional density functions with time-series data

Li, Fuchun; Tkacz, Greg - In: Journal of econometrics 133 (2006) 2, pp. 863-886

Persistent link: https://www.econbiz.de/10003359660

Testing the parametric specification of the diffusion function in a diffusion process

Li, Fuchun - In: Econometric theory 23 (2007) 2, pp. 221-250

Persistent link: https://www.econbiz.de/10003429710

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

Identifying asymmetric comovements of international stock market returns

Li, Fuchun - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 507-543

Persistent link: https://www.econbiz.de/10010391948

Financial stress, monetary policy, and economic activity

Li, Fuchun - In: Bank of Canada review (2009/10) 4, pp. 9-18

Persistent link: https://www.econbiz.de/10008934393

Testing the parametric specification of the diffusion function in a diffusion process

Li, Fuchun - 2005

Persistent link: https://www.econbiz.de/10003205504

Evaluating linear and non-linear time-varying forecast-combination methods

Li, Fuchun; Tkacz, Greg - 2001

Persistent link: https://www.econbiz.de/10001596292

A consistent bootstrap test for conditional density functions with time-dependent data

Li, Fuchun; Tkacz, Greg - 2001

Persistent link: https://www.econbiz.de/10001631378

Monitoring intraday liquidity risks in a real-time gross settlement system

Arjani, Neville; Li, Fuchun; Sabetti, Leonard - In: The journal of financial market infrastructures 9 (2021) 3, pp. 29-51

Persistent link: https://www.econbiz.de/10013269957

A semiparametric early warning model of financial stress events

Christensen, Ian; Li, Fuchun - 2013

The authors use the Financial Stress Index created by the International Monetary Fund to predict the likelihood of financial stress events for five developed countries: Canada, France, Germany, the United Kingdom and the United States. They use a semiparametric panel data model with...

Persistent link: https://www.econbiz.de/10009742333