Ling Shiqing

Ling Shiqing

Hong Kong University of Science & Technology - Sai Kung District / Hong Kong
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 417637
香港科技大學
person_outline Ling Shiqing's MOST POPULAR ARTICLES
1-) Asymptotic theory for a vector ARMA-GARCH modelS Ling, M McAleerEconometric theory 19 (2), 280-310, 200310822003
2-) Stationarity and the existence of moments of a family of GARCH processesS Ling, M McAleerJournal of Econometrics 106 (1), 109-117, 20024212002
3-) Recent theoretical results for time series models with GARCH errorsWK Li, S Ling, M McAleerJournal of Economic Surveys 16 (3), 245-269, 20023782002
4-) Necessary and sufficient moment conditions for the GARCH (r, s) and asymmetric power GARCH (r, s) modelsS Ling, M McAleerEconometric theory 18 (3), 722-729, 20023842002
5-) On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticityS Ling, WK LiJournal of the American Statistical Association 92 (439), 1184-1194, 19973521997