Changli He

Stockholm School of Economics - Department of Economic Statistics

Assistant, Doctoral student

P.O. Box 6501

S-113 83 Stockholm

Sweden

SCHOLARLY PAPERS

2

DOWNLOADS

798

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Statistical Properties of the Asymmetric Power Arch Process

Working Paper Series in Economics and Finance No 199
Number of pages: 22 Posted: 21 Jan 1998
Changli He and Timo Teräsvirta
Stockholm School of Economics - Department of Economic Statistics and Stockholm School of Economics - Department of Economics
Downloads 798 (60,890)
Citation 4

Abstract:

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2.

Properties of Moments of a Family of GARCH Processes

Working Paper Series in Economics and Finance No 198
Posted: 16 Jan 1998
Changli He and Timo Teräsvirta
Stockholm School of Economics - Department of Economic Statistics and Stockholm School of Economics - Department of Economics

Abstract:

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