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Li, Wai Keung

 

Chinese University of Hong Kong


 Hong Kong
 Hong Kong
 HOME PAGE: https://directory.itsc.cuhk.edu.hk/directory/query
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. Li, Wai Keung's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
13
Total
Citations
4
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
On a Mixture GARCH Time-Series Model | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 27, No. 4, pp. 577-597, July 2006
Accepted Paper Series
Zhang, Zhiqiang
University of Hong Kong - Faculty of Business and Economics
Li, Wai Keung
Chinese University of Hong Kong
Yuen, Kam Chuen
The Chinese University of Hong Kong (CUHK) - Faculty of Social Science
Posted:
02 Jun 06
10
(361,364)
4

2.  
On the Autopersistence Functions and the Autopersistence Graphs of Binary Autoregressive Time Series | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 32, Issue 6, pp. 639-646, 2011
Accepted Paper Series
Wang, Chao
affiliation not provided to SSRN
Li, Wai Keung
Chinese University of Hong Kong
Posted:
13 Oct 11
3
(390,252)
 

3.  
On Mixture Memory GARCH Models | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 34, Issue 6, pp. 606-624, 2013
Accepted Paper Series
Li, Muyi
Xiamen University
Li, Wai Keung
Chinese University of Hong Kong
Li, Guodong
University of Hong Kong - Department of Statistics & Actuarial Science
Posted:
16 Nov 13
0
(415,409)
 


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