Changli He

Stockholm School of Economics - Department of Economic Statistics

Assistant, Doctoral student

P.O. Box 6501

S-113 83 Stockholm

Sweden

SCHOLARLY PAPERS

3

DOWNLOADS

775

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (3)

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 746 (42,130)
Citation 5

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2.

Dickey-Fuller Type of Tests Against Nonlinear Dynamic Models

Oxford Bulletin of Economics and Statistics, Vol. 68, No. S1, pp. 835-861, December 2006
Number of pages: 27 Posted: 24 Nov 2006
Changli He and Rickard Sandberg
Stockholm School of Economics - Department of Economic Statistics and Stockholm School of Economics - Stockholm Institute of Transition Economics (SITE)
Downloads 29 (576,169)
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3.

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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