Items where Author is "Pan, Jiazhu"
Number of items: 5.
Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. (2010)
Linton, Oliver; Pan, Jiazhu; Wang, Hui
On determination of cointegration ranks. (2009)
Li, Qiaoling; Pan, Jiazhu; Yao, Qiwei
Estimation and tests for power-transformed and threshold GARCH models. (2008)
Tong, Howell; Pan, Jiazhu; Wang, Hui
Modelling multiple time series via common factors. (2008)
Pan, Jiazhu; Yao, Qiwei
Weighted least absolute deviations estimation for ARMA models with infinite variance. (2007)
Pan, Jiazhu; Wang, Hui; Yao, Qiwei
