Showing results 1 to 3 of 3
Title | Author(s) | Issue Date | |
---|---|---|---|
Hybrid quantile estimation for asymmetric power GARCH models Journal:Journal of Econometrics | 2022 | ||
New HSIC-based tests for independence between two stationary multivariate time series Journal:Statistica Sinica | 2021 | ||
Time series models for realized covariance matrices based on the matrix-F distribution Journal:Statistica Sinica | 2022 |