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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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12
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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13
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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14
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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15
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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18
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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19
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
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pp. 245-270
Persistent link: https://www.econbiz.de/10007661927
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