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Hui Wang - Publications

Affiliations: 
2004- Mathematics Peking University, Beijing, Beijing Shi, China 
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6 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2018 Wang H, Pan J. A scalar dynamic conditional correlation model: Structure and estimation Science China Mathematics. 61: 1881-1906. DOI: 10.1007/S11425-017-9273-X  0.69
2014 Wang H, Pan J. Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models Statistics & Probability Letters. 91: 117-123. DOI: 10.1016/J.Spl.2014.03.027  0.708
2014 Wang H, Pan JZ. Restricted normal mixture QMLE for non-stationary TGARCH(1, 1) models Science China Mathematics. 57: 1341-1360. DOI: 10.1007/S11425-014-4815-1  0.708
2009 Linton O, Pan J, Wang H. ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS Econometric Theory. 26: 1-28. DOI: 10.1017/S0266466609090598  0.69
2008 Pan J, Wang H, Tong H. Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics. 142: 352-378. PMID 32287880 DOI: 10.1016/J.Jeconom.2007.06.004  0.698
2007 Pan J, Wang H, Yao Q. WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE Econometric Theory. 23: 852. DOI: 10.1017/S0266466607070363  0.701
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