Browsing "Department of Statistics & Actuarial Science" by Author li, m

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TitleAuthor(s)Issue Date
 
A new hyperbolic GARCH model
Journal:Journal of Econometrics
2015
 
2012
 
On Mixture Memory Garch Models
Journal:Journal of Time Series Analysis
2013
 
Score tests for hyperbolic GARCH models
Journal:Journal of Business and Economic Statistics
2011