Feng-Chi Liu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Heavy-tailed-distributed threshold stochastic volatility models in financial time series Australian & New Zealand Journal of Statistics	2024-07-17	Paper
Integer-valued transfer function models for counts that show zero inflation Statistics & Probability Letters	2022-12-08	Paper
Threshold variable selection of asymmetric stochastic volatility models Computational Statistics	2015-03-03	Paper
Bayesian subset selection for threshold autoregressive moving-average models Computational Statistics	2015-01-28	Paper
A review of threshold time series models in finance Statistics and Its Interface	2011-12-01	Paper
Detection of structural breaks in a time-varying heteroskedastic regression model Journal of Statistical Planning and Inference	2011-08-01	Paper
Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors Journal of the Royal Statistical Society Series C: Applied Statistics	2007-09-07	Paper

Research outcomes over time

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