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He, Changli


 SSRN Author Rank: 36,147 by Downloads
 Assistant, Doctoral student
 

Stockholm School of Economics - Department of Economic Statistics


 P.O. Box 6501
 S-113 83 Stockholm
 Sweden
 +46 8 736 9236 (Phone)
 email address

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. He, Changli's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
485
Total
Citations
8
Authors Date Downloads
 (Rank)
Citations
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1.  
Statistical Properties of the Asymmetric Power ARCH Process | Show Abstract | Download |
Working Paper Series in Economics and Finance No 199
Working Paper Series
He, Changli
Stockholm School of Economics - Department of Economic Statistics
Teräsvirta, Timo
Stockholm School of Economics - Department of Economics
Posted:
21 Jan 98
457
(28,678)
7

2.  
Dickey-Fuller Type of Tests against Nonlinear Dynamic Models | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 68, No. S1, pp. 835-861, December 2006
Accepted Paper Series
He, Changli
Stockholm School of Economics - Department of Economic Statistics
Sandberg, Rickard
Stockholm School of Economics - Stockholm Institute of Transition Economics (SITE)
Posted:
24 Nov 06
28
(248,767)
1

3.  
Properties of Moments of a Family of GARCH Processes | Show Abstract |
Working Paper Series in Economics and Finance No 198
Working Paper Series
He, Changli
Stockholm School of Economics - Department of Economic Statistics
Teräsvirta, Timo
Stockholm School of Economics - Department of Economics
Posted:
16 Jan 98
 


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