受强制性开放获取政策约束的文章 - Wai Keung Li了解详情
无法在其他位置公开访问的文章：11 篇
On mixture double autoregressive time series models
G Li, Q Zhu, Z Liu, WK Li
Journal of Business & Economic Statistics 35 (2), 306-317, 2017
强制性开放获取政策： Research Grants Council, Hong Kong
Fuzzy hidden Markov-switching portfolio selection with capital gain tax
S Guo, WK Ching, WK Li, TK Siu, Z Zhang
Expert Systems with Applications 149, 113304, 2020
强制性开放获取政策： 国家自然科学基金委员会, Research Grants Council, Hong Kong
A single-stage approach for cointegration-based pairs trading
KF Law, WK Li, LH Philip
Finance Research Letters 26, 177-184, 2018
强制性开放获取政策： Research Grants Council, Hong Kong
A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields
RHL Ip, WK Li
Statistics & Probability Letters 130, 115-119, 2017
强制性开放获取政策： Research Grants Council, Hong Kong
Evaluation methods for portfolio management
KKF Law, WK Li, PLH Yu
Applied Stochastic Models in Business and Industry 36 (5), 857-876, 2020
强制性开放获取政策： Research Grants Council, Hong Kong
TESTING AND MODELLING FOR THE STRUCTURAL CHANGE IN COVARIANCE MATRIX TIME SERIES WITH MULTIPLICATIVE FORM.
F Jiang, D Li, WK Li, K Zhu
Statistica Sinica 33 (2), 2023
强制性开放获取政策： 国家自然科学基金委员会, Research Grants Council, Hong Kong
A new test for tail index with application to Danish fire loss data
TST Wong, WK Li
Journal of Statistical Computation and Simulation 91 (18), 3880-3893, 2021
强制性开放获取政策： Research Grants Council, Hong Kong
Double Generalized Threshold Models with constraint on the dispersion by the mean
KYK Wu, WK Li
Computational Statistics & Data Analysis 82, 59-73, 2015
强制性开放获取政策： Research Grants Council, Hong Kong
An alternative nonparametric tail risk measure
KKF Law, WK Li, PLH Yu
Quantitative Finance 21 (4), 685-696, 2021
强制性开放获取政策： Research Grants Council, Hong Kong
MDECNN: A Multiscale Perception Dense Encoding Convolutional Neural Network for Multispectral Pan-Sharpening. Remote Sens. 2021, 13, 535
W Li, X Liang, M Dong
s Note: MDPI stays neutral with regard to jurisdictional claims in published …, 2021
强制性开放获取政策： 国家自然科学基金委员会
Unit root testing on buffered autoregressive model
D Wang, WK Li
Statistica Sinica 30 (2), 977-1003, 2020
强制性开放获取政策： Research Grants Council, Hong Kong
可在其他位置公开访问的文章：28 篇
Self-excited threshold Poisson autoregression
C Wang, H Liu, JF Yao, RA Davis, WK Li
Journal of the American Statistical Association 109 (506), 777-787, 2014
强制性开放获取政策： Research Grants Council, Hong Kong
Hysteretic autoregressive time series models
G Li, B Guan, WK Li, PLH Yu
Biometrika 102 (3), 717-723, 2015
强制性开放获取政策： Research Grants Council, Hong Kong
Asymptotic theory on the least squares estimation of threshold moving-average models
D Li, S Ling, WK Li
Econometric Theory 29 (3), 482-516, 2013
强制性开放获取政策： Research Grants Council, Hong Kong
A new hyperbolic GARCH model
M Li, WK Li, G Li
Journal of econometrics 189 (2), 428-436, 2015
强制性开放获取政策： 国家自然科学基金委员会, Research Grants Council, Hong Kong
A bootstrapped spectral test for adequacy in weak ARMA models
K Zhu, WK Li
Journal of Econometrics 187 (1), 113-130, 2015
强制性开放获取政策： 国家自然科学基金委员会, Research Grants Council, Hong Kong
Testing for the buffered autoregressive processes
K Zhu, PLH Yu, WK Li
Statistica Sinica, 971-984, 2014
强制性开放获取政策： Research Grants Council, Hong Kong
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates
K Zhu, WK Li, PLH Yu
Journal of Business & Economic Statistics 35 (4), 528-542, 2017
强制性开放获取政策： 中国科学院, 国家自然科学基金委员会, Research Grants Council, Hong Kong
On mixture memory GARCH models
M Li, WK Li, G Li
Journal of Time Series Analysis 34 (6), 606-624, 2013
强制性开放获取政策： Research Grants Council, Hong Kong
The generalized conditional autoregressive Wishart model for multivariate realized volatility
PLH Yu, WK Li, FC Ng
Journal of Business & Economic Statistics 35 (4), 513-527, 2017
强制性开放获取政策： Research Grants Council, Hong Kong
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