1
H index
0
i10 index
2
Citations
Hunan University | 1 H index 0 i10 index 2 Citations RESEARCH PRODUCTION: 4 Papers RESEARCH ACTIVITY: 3 years (2020 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pli1378 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Chenxing Li. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
MPRA Paper / University Library of Munich, Germany | 4 |
Year | Title of citing document |
---|---|
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2020 | A Multivariate GARCH-Jump Mixture Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | A multivariate GARCH model with an infinite hidden Markov mixture In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2022 | An Infinite Hidden Markov Model with Stochastic Volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2023 | Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team