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 |
|---|---|---|
| Volatility contagion: a range-based volatility approach Journal of Econometrics | 2016-08-15 | Paper |
| Additive outlier detection and estimation for the logarithmic autoregressive conditional duration model Communications in Statistics. Simulation and Computation | 2013-02-11 | Paper |
| A Smooth Transition Autoregressive Conditional Duration Model Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
| The Estimation and Inference of a Panel Cointegration Model with a Time Trend Communications in Statistics: Theory and Methods | 2007-07-23 | Paper |
Research outcomes over time
This page was built for person: Min-Hsien Chiang
