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Forecasting high-dimensional r...
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Li, Wai Keung
75
Li, W. K.
23
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17
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16
Yao, Jianfeng
16
Yu, Philip L. H.
11
McAleer, Michael
10
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8
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6
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5
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4
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4
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3
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3
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3
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3
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Ng, K. W.
3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
Yu, Philip
2
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2
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1
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1
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1
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2
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7
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6
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ECONIS (ZBW)
52
RePEc
46
OLC EcoSci
10
EconStor
5
Other ZBW resources
3
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116
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1
A time-series risk model with constant interest for dependent classes of business
Zhang, Zhiqiang
;
Yuen, Kam C.
;
Li, Wai Keung
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 32-40
Persistent link: https://www.econbiz.de/10003755661
Saved in:
2
On a dynamic mixture GARCH model
Cheng, Xixin
;
Yu, Philip L. H
;
Li, Wai Keung
- In:
Journal of forecasting
28
(
2009
)
3
,
pp. 247-265
Persistent link: https://www.econbiz.de/10003823244
Saved in:
3
Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong
;
Li, Wai Keung
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
Saved in:
4
On some models for value-at-risk
Yu, Philip L. H.
;
Li, Wai Keung
;
Jin, Shusong
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 622-641
Persistent link: https://www.econbiz.de/10008668112
Saved in:
5
Modeling default data via an interactive hidden Markov model
Ching, Wai Ki
;
Siu, Tak Kuen
;
Li, Li-min
;
Li, Tang
;
Li, …
- In:
Computational economics
34
(
2009
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003876947
Saved in:
6
A multivariate threshold varying conditional correlations model
Kwan, W.
;
Li, Wai Keung
;
Ng, K. W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10003943399
Saved in:
7
Score tests for hyperbolic GARCH models
Li, Muyi
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 579-586
Persistent link: https://www.econbiz.de/10009355588
Saved in:
8
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
Saved in:
9
Formulating hypothetical scenarios in correlation stress testing via a Bayesian framework
Yu, Philip L. H.
;
Li, Wai Keung
;
Ng, F. C
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 17-33
Persistent link: https://www.econbiz.de/10010460916
Saved in:
10
Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
Lee, David
;
Li, Wai Keung
;
Wong, Tony Siu Tung
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 538-550
Persistent link: https://www.econbiz.de/10009683219
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