An alternative nonparametric tail risk measure.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 4, p. 685, doi. 10.1080/14697688.2020.1787491
- By:
- Publication type:
- Article
Works by Li, W.K.
Results: 21
1
2
Basket trading under co-integration with the logistic mixture autoregressive model.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 9, p. 1407, doi. 10.1080/14697688.2010.506445
- By:
- Publication type:
- Article
3
The use of surrogate variables in binary regression models.
- Published in:
- Journal of Statistical Computation & Simulation, 1986, v. 24, n. 3/4, p. 245, doi. 10.1080/00949658608810907
- By:
- Publication type:
- Article
4
Some Results on the Estimation of a Higher Order Markov Chain.
- Published in:
- Communications in Statistics: Simulation & Computation, 1990, v. 19, n. 1, p. 363, doi. 10.1080/03610919008812862
- By:
- Publication type:
- Article
5
An algorithm for the exact likelihood of periodic autoregressive moving average models.
- Published in:
- Communications in Statistics: Simulation & Computation, 1988, v. 17, n. 4, p. 1483, doi. 10.1080/03610918808812737
- By:
- Publication type:
- Article
6
Recent Theoretical Results for Time Series Models with GARCH Errors.
- Published in:
- Journal of Economic Surveys, 2002, v. 16, n. 3, p. 245, doi. 10.1111/1467-6419.00169
- By:
- Publication type:
- Article
7
Effects of mushroom and herb polysaccharides, as alternatives for an antibiotic, on growth performance of broilers.
- Published in:
- British Poultry Science, 2004, v. 45, n. 5, p. 684, doi. 10.1080/00071660400006214
- By:
- Publication type:
- Article
8
Allogeneic haematopoietic stem cell transplantation for myelofibrosis: prognostic indicators and the role of JAK2V617F measurable-residual disease monitoring by droplet-digital polymerase chain reaction.
- Published in:
- Annals of Hematology, 2023, v. 102, n. 9, p. 2517, doi. 10.1007/s00277-023-05312-4
- By:
- Publication type:
- Article
9
Acute promyelocytic leukaemia: population-based study of epidemiology and outcome with ATRA and oral-ATO from 1991 to 2021.
- Published in:
- BMC Cancer, 2023, v. 23, n. 1, p. 1, doi. 10.1186/s12885-023-10612-z
- By:
- Publication type:
- Article
10
Acute promyelocytic leukaemia: population-based study of epidemiology and outcome with ATRA and oral-ATO from 1991 to 2021.
- Published in:
- BMC Cancer, 2023, v. 23, n. 1, p. 1, doi. 10.1186/s12885-023-10612-z
- By:
- Publication type:
- Article
11
Acute promyelocytic leukaemia: population-based study of epidemiology and outcome with ATRA and oral-ATO from 1991 to 2021.
- Published in:
- BMC Cancer, 2023, v. 23, n. 1, p. 1, doi. 10.1186/s12885-023-10612-z
- By:
- Publication type:
- Article
12
Multivariate modelling of the autoregressive random variance process.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 4, p. 429, doi. 10.1111/1467-9892.00060
- By:
- Publication type:
- Article
13
A note on the corrected Akaike information criterion for threshold autoregressive models.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 1, p. 113, doi. 10.1111/1467-9892.00080
- By:
- Publication type:
- Article
14
Diagnostic checking of nonlinear multivariate time series with multivariate arch errors.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 5, p. 447, doi. 10.1111/1467-9892.00061
- By:
- Publication type:
- Article
15
Portmanteau test for conditional heteroscedasticity, using ranks of squared residuals.
- Published in:
- Journal of Applied Statistics, 1995, v. 22, n. 1, p. 121, doi. 10.1080/757584402
- By:
- Publication type:
- Article
16
ESTIMATION PROCEDURES FOR CATEGORICAL SURVEY DATA WITH NONIGNORABLE NONRESPONSE.
- Published in:
- Communications in Statistics: Theory & Methods, 2001, v. 30, n. 4, p. 643, doi. 10.1081/STA-100002142
- By:
- Publication type:
- Article
17
Parameter inference for time series with regular and seasonal unit roots.
- Published in:
- Communications in Statistics: Theory & Methods, 1994, v. 23, n. 3, p. 721, doi. 10.1080/03610929408831282
- By:
- Publication type:
- Article
18
ON A DOUBLE-THRESHOLD AUTOREGRESSIVE HETEROSCEDASTIC TIME SERIES MODEL.
- Published in:
- Journal of Applied Econometrics, 1996, v. 11, n. 3, p. 253, doi. 10.1002/(SICI)1099-1255(199605)11:3<253::AID-JAE393>3.0.CO;2-8
- By:
- Publication type:
- Article
19
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence.
- Published in:
- Econometric Reviews, 2003, v. 22, n. 2, p. 179, doi. 10.1081/ETC-120020462
- By:
- Publication type:
- Article
20
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS.
- Published in:
- Econometric Theory, 2003, v. 19, n. 4, p. 541, doi. 10.1017/S0266466603194029
- By:
- Publication type:
- Article
21
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS.
- Published in:
- Econometric Theory, 2001, v. 17, n. 4, p. 738, doi. 10.1017/s0266466601174049
- By:
- Publication type:
- Article