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Time series - Joint modeling of cointegration and conditional heteroscedasticity with applications
Wong, Heung; Li, W.K.; Ling, Shiqing - In: Annals of the Institute of Statistical Mathematics : AISM 57 (2005) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10006546003
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Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models
Wong, H.; Li, W.K. - In: Annals of the Institute of Statistical Mathematics : AISM 54 (2002) 1, pp. 45-59
Persistent link: https://www.econbiz.de/10006559755
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Theory and Methods - On Single-Index Coefficient Regression Models
Xia, Yingcun; Li, W.K. - In: Journal of the American Statistical Association : JASA 94 (1999) 448, pp. 1275-1285
Persistent link: https://www.econbiz.de/10006625898
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On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
Ling, Shiqing; Li, W.K. - In: Journal of the American Statistical Association : JASA 92 (1997) 439, pp. 1184-1194
Persistent link: https://www.econbiz.de/10006630183
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ON FRACTIONALLY DIFFERENCED PERIODIC PROCESSES
Hui, Y.V.; Li, W.K. - In: Sankhya / B : the Indian journal of statistics 57 (1995) 1, pp. 19-31
Persistent link: https://www.econbiz.de/10006535599
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Bayesian Unit-Root Testing in Stochastic Volatility Models
So, Mike K.P.; Li, W.K. - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 491-496
Persistent link: https://www.econbiz.de/10008218235
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A Stochastic Volatility Model With Markov Switchlng
So, Mike K.P.; Lam, K.; Li, W.K. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 244-253
Persistent link: https://www.econbiz.de/10008219287
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On a dynamic mixture GARCH model
Cheng, Xixin; Yu, Philip L.H.; Li, W.K. - In: Journal of forecasting 28 (2009) 3, pp. 247-265
Persistent link: https://www.econbiz.de/10008227512
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Forecasting exchange rate volatility using autoregressive random variance model
So, M.K.P.; Lam, K.; Li, W.K. - In: Applied financial economics 9 (1999) 6, pp. 583-592
Persistent link: https://www.econbiz.de/10007683208
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Recent Theoretical Results for Time Series Models with GARCH Errors
Li, W.K.; Ling, Shiqing; McAleer, Michael - In: Journal of economic surveys 16 (2002) 3, pp. 245-270
Persistent link: https://www.econbiz.de/10007661927