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 |
|---|---|---|
| A Realized Stochastic Volatility Model With Box–Cox Transformation Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Fast estimation of a large TVP-VAR model with score-driven volatilities Journal of Economic Dynamics and Control | 2024-06-17 | Paper |
| Generalized autoregressive moving average models with GARCH errors Journal of Time Series Analysis | 2022-02-18 | Paper |
| Dirichlet ARMA models for compositional time series Journal of Multivariate Analysis | 2017-06-22 | Paper |
| Generalized ARMA models with martingale difference errors Journal of Econometrics | 2015-10-30 | Paper |
Research outcomes over time
This page was built for person: Tingguo Zheng
