The following pages link to Muyi Li (Q466998):
Displayed 7 items.
- On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
- A new hyperbolic GARCH model (Q888335) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
- ON MIXTURE MEMORY GARCH MODELS (Q5408110) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)