Mengheng Li
From MaRDI portal
Person:2280596
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 |
|---|---|---|
| Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model Journal of Business and Economic Statistics | 2024-10-17 | Paper |
| Dynamic hysteresis effects Journal of Economic Dynamics and Control | 2024-07-16 | Paper |
| Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity Studies in Nonlinear Dynamics & Econometrics | 2023-04-27 | Paper |
| Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics | 2019-12-19 | Paper |
Research outcomes over time
This page was built for person: Mengheng Li
