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 |
|---|---|---|
| Heavy-tailed-distributed threshold stochastic volatility models in financial time series Australian & New Zealand Journal of Statistics | 2024-07-17 | Paper |
| Integer-valued transfer function models for counts that show zero inflation Statistics & Probability Letters | 2022-12-08 | Paper |
| Threshold variable selection of asymmetric stochastic volatility models Computational Statistics | 2015-03-03 | Paper |
| Bayesian subset selection for threshold autoregressive moving-average models Computational Statistics | 2015-01-28 | Paper |
| A review of threshold time series models in finance Statistics and Its Interface | 2011-12-01 | Paper |
| Detection of structural breaks in a time-varying heteroskedastic regression model Journal of Statistical Planning and Inference | 2011-08-01 | Paper |
| Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors Journal of the Royal Statistical Society Series C: Applied Statistics | 2007-09-07 | Paper |
Research outcomes over time
This page was built for person: Feng-Chi Liu
