Min-Hsien Chiang
From MaRDI portal
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 |
|---|---|---|
| Volatility contagion: a range-based volatility approach Journal of Econometrics | 2016-08-15 | Paper |
| Additive outlier detection and estimation for the logarithmic autoregressive conditional duration model Communications in Statistics. Simulation and Computation | 2013-02-11 | Paper |
| A Smooth Transition Autoregressive Conditional Duration Model Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
| The Estimation and Inference of a Panel Cointegration Model with a Time Trend Communications in Statistics: Theory and Methods | 2007-07-23 | Paper |
Research outcomes over time
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