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Frontiers in time series and financial econometrics : an overview

Ling, Shiqing; McAleer, Michael; Tong, Howell - 2015

Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of...

Persistent link: https://www.econbiz.de/10010484894

Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999

Chan, Wai-Sum (contributor); Li, Wai Keung (contributor); … - International Workshop on Statistics and Finance <1999, … - 2000

Persistent link: https://www.econbiz.de/10001490756

Estimation and tests for power-transformed and threshold GARCH models

Pan, Jiazhu; Wang, Hui; Tong, Howell - In: Journal of econometrics 142 (2008) 1, pp. 352-378

Persistent link: https://www.econbiz.de/10007894506

Frontiers in Time Series and Financial Econometrics: An Overview

Ling, Shiqing; McAleer, Michael; Tong, Howell - Facultad de Ciencias Económicas y Empresariales, … - 2015

Persistent link: https://www.econbiz.de/10011272960

On likelihood ratio tests for threshold autoregression

Chan, K. S. - In: Journal of the Royal Statistical Society 52 (1990) 3, pp. 469-476

Persistent link: https://www.econbiz.de/10001095383

Likelihood ratio test for threshold MA models

Ling, Shiqing (contributor); Tong, Howell (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001923041

Estimating threshold variables using nonparametric methods

Xia, Yingcun (contributor); Li, Wai Keung (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001755565

Efficient estimation for semivarying-coefficient models

Xia, Yingcun (contributor); Zhang, Wenyang (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001755593

A note on testing for multi-modality with dependent data

Chan, K. S. (contributor); Tong, Howell (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001755597

On time-reversibility of multivariate linear processes

Tong, Howell (contributor); Zhang, Zhi-Qiang (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001759020