The following pages link to Changli He (Q1302763):
Displayed 7 items.
- Properties of moments of a family of GARCH processes (Q1302764) (← links)
- Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints (Q4258763) (← links)
- FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS (Q4512673) (← links)
- MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS (Q4807316) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (Q5696353) (← links)
- Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model (Q6190951) (← links)