学者信息
已发表成果：
WOK 论文 9 篇;中文核心 2 篇;其它论文 3 篇;
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Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models
Computational Statistics and Data Analysis,0167-9473,2023-08.
Wang, Xuqin; Li, Muyi
WOS:000976291000001 EI:20231413852224 10.1016/j.csda.2023.107744
收录情况：SCIE、EI -
Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
Computational Statistics and Data Analysis,0167-9473,2022-01.
Li, Muyi; Zhang, Yanfen
WOS:000695232000006 EI:20213110721812 10.1016/j.csda.2021.107321
收录情况：SCIE、EI -
Strict stationarity testing and GLAD estimation of double autoregressive models
Journal of Econometrics,0304-4076,2019.
Guo, Shaojun (1); Li, Dong (2); Li, Muyi (3, 4, 5)
WOS:000472702200001 EI:20191306686029 10.1016/j.jeconom.2019.01.012
收录情况：EI、SSCI、CPCI-S、CPCI-SSH -
Simulation and application of subsampling for threshold autoregressive moving-average models
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,0361-0918,2019.
Li, D; Li, MY; Zeng, LB
WOS:000501637300001 EI:20195107857627 10.1080/03610918.2019.1699932
收录情况：SCIE、EI -
On Asymmetric Market Model with Heteroskedasticity and Quantile Regression
COMPUTATIONAL ECONOMICS,0927-7099,2017-01.
Chen, Cathy W. S.; Li, Muyi; Nguyen, Nga T. H.; Sriboonchitta, Songsak
WOS:000394255900007 10.1007/s10614-015-9550-3
收录情况：SCIE、SSCI -
A new hyperbolic GARCH model
Journal of Econometrics,0304-4076,2015.
Li, Muyi(1); Li, Wai Keung(2); Li, Guodong(2)
WOS:000364613600016 EI:20151500733945 10.1016/j.jeconom.2015.03.034
收录情况：SCIE、EI、SSCI -
Hilbert-Huang Transform based multifractal analysis of China stock market
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,0378-4371,2014-07-15.
Li, Muyi; Huang, Yongxiang
WOS:000337854500025 EI:20141617573695 10.1016/j.physa.2014.03.047
收录情况：SCIE、EI -
ON MIXTURE MEMORY GARCH MODELS
JOURNAL OF TIME SERIES ANALYSIS,0143-9782,2013.
Li, Muyi; Li, Wai Keung; Li, Guodong
WOS:000326274400002 10.1111/jtsa.12037
收录情况：SCIE -
Score Tests for Hyperbolic GARCH Models
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,0735-0015,2011-10.
Li, Muyi; Li, Guodong; Li, Wai Keung
WOS:000295584300011 10.1198/jbes.2011.10024
收录情况：SCIE、SSCI
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基于LAD-LASSO的多门限波动率模型估计与应用
数理统计与管理,1002-1566,2024-05-10.
李木易;童晨;张晓林
文科一类核心 -
动态混合HGARCH模型的估计和预测
管理科学学报,1007-9807,2020-05-15.
李木易;方颖
CSSCI CSCD核心 文科一类核心
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产业政策与企业创新的同群效应:基于空间自回归模型的异质性研究
计量经济学报,2096-9732,2025-01-15.
朱梦晨;韩晓祎;李木易
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隔代照料对老年人社会参与的影响——基于2018年CHARLS数据的实证研究
中国卫生事业管理,1004-4663,2022-09-15.
闫宇;方亚;李木易;曾雁冰
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《时间序列分析》的理论基础与数据实践——浅谈本科实验教学和教学改革
经济资料译丛,,2020-01-15.
李木易