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Shiqing Ling

hong kong university of science and technology

32H指数
132论文数
4.6K被引数
收录论文 28
发表时间
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ℤ-Valued Smooth Transition GARCH Models: Specification and Testingℤ取值平滑过渡GARCH模型：设定与检验
errJournal of the American Statistical Association
IF3
err2026-06-04
err0
PREAI
errFukang Zhu; Nuo Xu; Qi Li; Shiqing Ling
err分享
err收藏
Testing for Change-Points in Heavy-Tailed Time Series-A Winsorized CUSUM Approach
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2025-12-01
err0
PREAI
errShe, Rui; Dai, Linlin; Ling, Shiqing
err分享
err收藏
Testing and Estimation of Change Point in ARMA Model With Heavy-Tailed G-GARCH NoisesARMA模型中具有重尾G-GARCH噪声的断点检验与估计
errJournal of Time Series Analysis
IF1
err2025-12-01
err0
PREAI
errBai, Qiang; Ling, Shiqing; Zhu, Ke
err分享
err收藏
Modeling bimodal stock price dynamics by a parsimonious diffusion process采用简约扩散过程对双模态股价动态进行建模
errInternational Review of Financial Analysis
IF9.8
err2025-06-06
err0
PREAI
errYaosong Zhan; Shiqing Ling; Zhenya Liu; Shixuan Wang
err分享
err收藏
Noncausal AR-ARCH Model and Its Applications to Financial Time Series非因果AR-ARCH模型及其在金融时间序列中的应用
errINTERNATIONAL JOURNAL OF FINANCE & ECONOMICS
IF2.8
err2025-05-06
err0
errOAAI
errYaosong Zhan; Shiqing Ling; Zhenya Liu; Shixuan Wang
err分享
err收藏
LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1,1) noise
errJOURNAL OF ECONOMETRICS
IF4
err2022-03-01
err3
PREAI
errZhang, Xingfa; Zhang, Rongmao; Li, Yuan; Ling, Shiqing
err分享
err收藏
Overview: Time series analysis of higher moments and distributions of financial data
errJOURNAL OF ECONOMETRICS
IF4
err2022-03-01
err0
PREAI
errAndersen, Torben G.; Chang, Chia-Lin; Ling, Shiqing
err分享
err收藏
Inference in heavy-tailed vector error correction models
errJOURNAL OF ECONOMETRICS
IF4
err2020-02-01
err8
PREAI
errShe, Rui; Ling, Shiqing
err分享
err收藏
The ZD-GARCH model: A new way to study heteroscedasticity
errJOURNAL OF ECONOMETRICS
IF4
err2018-01-01
err26
errOAAI
errLi, Dong; Zhang, Xingfa; Zhu, Ke; Ling, Shiqing
err分享
err收藏
Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
errJOURNAL OF ECONOMETRICS
IF4
err2017-04-01
err10
PREAI
errYang, Yaxing; Ling, Shiqing
err分享
err收藏
Frontiers in Time Series and Financial Econometrics: An overview时间序列和金融计量经济学的前沿: 综述
errJOURNAL OF ECONOMETRICS
IF4
err2015-12-01
err7
errOAAI
errLing, Shiqing; McAleer, Michael; Tong, Howell
err分享
err收藏
Asymptotic inference in multiple-threshold double autoregressive models
errJOURNAL OF ECONOMETRICS
IF4
err2015-12-01
err19
PREAI
errLi, Dong; Ling, Shiqing; Zakoian, Jean-Michel
err分享
err收藏
Model-based pricing for financial derivatives
errJOURNAL OF ECONOMETRICS
IF4
err2015-08-01
err7
errOAAI
errZhu, Ke; Ling, Shiqing
err分享
err收藏
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2015-07-06
err34
errOAAI
errZhu, Ke; Ling, Shiqing
err分享
err收藏
Diagnostic checking for non-stationary ARMA models with an application to financial data
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2013-12-01
err2
PREAI
errLing, Shiqing; Zhu, Ke; Yee, Chong Ching
err分享
err收藏
On the least squares estimation of multiple-regime threshold autoregressive models关于多状态阈值自回归模型的最小二乘估计
errJOURNAL OF ECONOMETRICS
IF4
err2012-03-01
err88
PREAI
errLi, Dong; Ling, Shiqing
err分享
err收藏
GLOBAL SELF-WEIGHTED AND LOCAL QUASI-MAXIMUM EXPONENTIAL LIKELIHOOD ESTIMATORS FOR ARMA-GARCH/IGARCH MODELSArma-garch/IGARCH模型的全局自加权和局部拟最大指数似然估计
errANNALS OF STATISTICS
IF3.7
err2011-08-01
err79
errOAAI
errZhu, Ke; Ling, Shiqing
err分享
err收藏
RESIDUAL EMPIRICAL PROCESSES FOR LONG AND SHORT MEMORY TIME SERIES (vol 36, pg 2453, 2008)
errANNALS OF STATISTICS
IF3.7
err2010-12-01
err2
errOAAI
errChan, Ngai Hang; Ling, Shiqing
err分享
err收藏
RESIDUAL EMPIRICAL PROCESSES FOR LONG AND SHORT MEMORY TIME SERIES
errANNALS OF STATISTICS
IF3.7
err2008-10-01
err11
errOAAI
errChan, Ngai Hang; Ling, Shiqing
err分享
err收藏
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
errJOURNAL OF ECONOMETRICS
IF4
err2007-10-01
err106
PREAI
errLing, Shiqing
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
M
Michael McAleer
H 指数: 64 · 论文数: 1.0K
T
Torben G. Andersen
H 指数: 60 · 论文数: 208
D
Dong Li
H 指数: 50 · 论文数: 349
H
Howell Tong
H 指数: 41 · 论文数: 240
李
李东 (Dong Li)
H 指数: 40 · 论文数: 512
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