Browse by Journal or other publication
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