学者信息

冷旋

经济学院

合作者

已发表成果:

WOK 论文 5 篇;

  • Unified Inference for an AR Process Regardless of Finite or Infinite Variance GARCH Errors

    JOURNAL OF FINANCIAL ECONOMETRICS,1479-8409,2020-spr.
    Huang, Haitao; Leng, Xuan; Liu, Xiaohui; Peng, Liang
    WOS:000556573700009   10.1093/jjfinec/nbz015
    收录情况:SSCI