Xiangdong Long

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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!

PublicationDate of PublicationType
Copula-based multivariate GARCH model with uncorrelated dependent errors
Journal of Econometrics
2016-07-04Paper
A semiparametric conditional duration model
Economics Letters
2015-01-14Paper
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
Journal of Business and Economic Statistics
2011-04-13Paper


Research outcomes over time


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