Changli He

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
The effect of the North Atlantic oscillation on monthly precipitation in selected European locations: a non-linear time series approach Environmetrics	2025-08-26	Paper
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(<i>p</i>,<i>q</i>) 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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