The following pages link to Hai-Qiang Chen (Q1640688):
Displaying 13 items.
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- (Q2691746) (redirect page) (← links)
- Estimation and inference of threshold regression models with measurement errors (Q2691748) (← links)
- Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
- Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276) (← links)
- (Q3730945) (← links)
- The impact of options introduction on the volatility of the underlying equities: evidence from the Chinese stock markets (Q4957259) (← links)
- Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)
- An investigation of duration dependence in the American stock market cycle (Q5123627) (← links)
- An empirical study on the threshold cointegration of Chinese A and H cross-listed shares (Q5130353) (← links)
