Items where Author is "Pan, Jiazhu"

Number of items: 5.
Article
  • 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