Feng-Chi Liu

Available identifiers

zbMath Open liu.feng-chiMaRDI QIDQ647176

List of research outcomes

Publication	Date of Publication	Type
Heavy-tailed-distributed threshold stochastic volatility models in financial time series	2024-07-17	Paper
Integer-valued transfer function models for counts that show zero inflation	2022-12-08	Paper
Threshold variable selection of asymmetric stochastic volatility models	2015-03-03	Paper
Bayesian subset selection for threshold autoregressive moving-average models	2015-01-28	Paper
A review of threshold time series models in finance	2011-12-01	Paper
Detection of structural breaks in a time-varying heteroskedastic regression model	2011-08-01	Paper
Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors	2007-09-07	Paper

Research outcomes over time

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