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Number of items: 4.

Jiang, Hui, Saart, Patrick W. and Xia, Yingcun 2016. Asymmetric conditional correlations in stock returns. Annals of Applied Statistics 10 (2) , pp. 989-1018. 10.1214/16-AOAS924
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Gao, Jiti, Kim, Nam Hyun and Saart, Patrick W. 2015. A misspecification test for multiplicative error models of non-negative time series processes. Journal of Econometrics 189 (2) , p. 346. 10.1016/j.jeconom.2015.03.028

Saart, Patrick W, Gao, Jiti and Allen, David E 2014. Semiparametric autoregressive conditional duration model: Theory and practice. Econometric Reviews 34 (6-10) , pp. 849-881. 10.1080/07474938.2014.956594

Saart, Patrick A., Gao, Jiti and Kim, Nam Hyun 2014. Semiparametric methods in nonlinear time series analysis: a selective review. Journal of Nonparametric Statistics 26 (1) , pp. 141-169. 10.1080/10485252.2013.840724

This list was generated on Fri Apr 10 04:02:17 2020 BST.