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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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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
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Correction: Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, W.K.; Lam, K. - In: The statistician : journal of the Institute of Statisticians 45 (1996) 1, pp. 142
Persistent link: https://www.econbiz.de/10007316065
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ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
Ling, Shiqing; Li, W.K. - In: Econometric theory 19 (2003) 4, pp. 541-564
Persistent link: https://www.econbiz.de/10006968113
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ARTICLES - Asymptotic Inference for Nonstationary Fractionally Integrated Autoregressive Moving-Average Models
Ling, Shiqing; Li, W.K. - In: Econometric theory 17 (2001) 4, pp. 738-764
Persistent link: https://www.econbiz.de/10006978088
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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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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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Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, W.K.; Lam, K. - In: The statistician : journal of the Institute of Statisticians 44 (1995) 3, pp. 333-342
Persistent link: https://www.econbiz.de/10007330926
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On the residual autocorrelation of the autoregressive conditional duration model
Li, W.K.; Yu, Philip L.H. - In: Economics letters 79 (2003) 2, pp. 169-176
Persistent link: https://www.econbiz.de/10006763353