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 |
|---|---|---|
| Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model Journal of Econometrics | 2024-03-06 | Paper |
| Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes Econometric Reviews | 2022-05-31 | Paper |
| AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE Econometric Theory | 2005-10-18 | Paper |
| MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS Econometric Theory | 2003-05-18 | Paper |
| FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS Econometric Theory | 2001-06-05 | Paper |
| Properties of moments of a family of GARCH processes Journal of Econometrics | 2000-01-31 | Paper |
| Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints Journal of Time Series Analysis | 1999-09-14 | Paper |
Research outcomes over time
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