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Open Access research that responds to the COVID-19 pandemic...

Strathprints makes available scholarly Open Access content seeking to respond to the medical, scientific, economic and social emergencies arising from the COVID-19 pandemic. Researchers from across the Faculties of Science, Engineering, Business and the Humanities, Arts & Social Sciences (HaSS) are all contributing to improved human understanding of -- or solutions to -- the issues surrounding management of the pandemic and the post-pandemic recovery.

Explore COVID-19 related Open Access research. Or explore all of Strathclyde's Open Access research...

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Group by: Publication Date | Item type | No Grouping
Jump to: 2018 | 2014 | 2005
Number of items: 3.

2018

Wang, Hui and Pan, Jiazhu (2018) A scalar dynamic conditional correlation model : structure and estimation. Science China Mathematics, 61 (10). 1881–1906. ISSN 1869-1862

2014

Wang, Hui and Pan, Jiazhu (2014) Restricted normal mixture QMLE for non-stationary TGARCH(1, 1) models. Science China Mathematics, 57 (7). 1341–1360. ISSN 1869-1862

2005

Pan, J. and Wu, G. (2005) On tail behaviour of nonlinear autoregressive functional conditional heteroscedastic model with heavy-tailed innovations. Science China Mathematics, 48 (9). pp. 1169-1181. ISSN 1869-1862

This list was generated on Thu May 13 11:05:37 2021 BST.