Browsing All of EconStor by Author Ling, Shiqing
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2001 | On adaptive estimation in nonstationary ARMA models with GARCH errors | Ling, Shiqing; MacAleer, Michael |
2001 | Asymptotic theory for a vector ARMA-GARCH model | Ling, Shiqing; MacAleer, Michael |
2001 | A survey of recent theoretical results for time series models with GARCH errors | Li, W. K.; Ling, Shiqing; MacAleer, Michael |
2001 | Necessary and sufficient moment conditions for the GARCH(r,s) and asymmetric power GARCH(r,s) models | Ling, Shiqing; MacAleer, Michael |
2001 | Regression quantiles for unstable autoregressive models | Ling, Shiqing; McAleer, Michael |
2001 | Estimation and testing for unit root processes with GARCH(1,1) errors: Theory and Monte Carlo evidence | Ling, Shiqing; Li, W. K.; MacAleer, Michael |
2001 | Stationarity and the existence of moments of a family of GARCH processes | Ling, Shiqing; MacAleer, Michael |
2015 | Frontiers in Time Series and Financial Econometrics: An Overview | Ling, Shiqing; McAleer, Michael; Tong, Howell |
2022 | Self-weighted LSE and residual-based QMLE of ARMA-GARCH models | Ling, Shiqing; Zhu, Ke |