Muyi Li

Available identifiers

zbMath Open li.muyiMaRDI QIDQ466998

List of research outcomes

Publication	Date of Publication	Type
Score Tests for Hyperbolic GARCH Models	2025-01-20	Paper
Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models	2023-07-13	Paper
Simulation and application of subsampling for threshold autoregressive moving-average models	2022-06-21	Paper
Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors	2021-11-09	Paper
Strict stationarity testing and GLAD estimation of double autoregressive models	2019-07-01	Paper
A new hyperbolic GARCH model	2015-10-30	Paper
On dynamics of volatilities in nonstationary GARCH models	2014-11-03	Paper
On mixture memory GARCH models	2014-04-08	Paper

Research outcomes over time

This page was built for person: Muyi Li