Shiqing Ling

Hong Kong University of Science & Technology (HKUST)

Clearwater Bay

Kowloon, 999999

Hong Kong

  • Hong Kong University of Science & Technology (HKUST)

SCHOLARLY PAPERS

3

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667

SSRN CITATIONS

0

CROSSREF CITATIONS

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Scholarly Papers (3)

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1.

A General Asymptotic Theory for Time Series Models

Number of pages: 16 Posted: 01 Nov 2009
Shiqing Ling and Michael McAleer
Hong Kong University of Science & Technology (HKUST) and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 399 (128,607)

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Asymptotic normality, estimation, rate of strong convergence, strong consistency, time series models.

2.

Modeling Intraday Momentum and Reversal by a Parsimonious Diffusion Process

Number of pages: 37 Posted: 17 Jun 2019
Shiqing Ling, Zhenya Liu and Shixuan Wang
Hong Kong University of Science & Technology (HKUST), Renmin University of China and University of Reading - Department of Economics
Downloads 209 (250,077)

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Double-well Potential; Fokker-Planck Equation; Intraday Price Dynamics; In-fill Asymptotics; Overreaction

3.

Noncausal AR-GARCH Model and Its Applications in Asset Pricing

Number of pages: 32 Posted: 07 Aug 2023
Shiqing Ling, Zhenya Liu, Shixuan Wang and Yaosong Zhan
Hong Kong University of Science & Technology (HKUST), Renmin University of China, University of Reading - Department of Economics and Business School, Sun Yat-sen University
Downloads 59 (611,680)

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Noncausal, GARCH Model, Asset Pricing