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Browsing by Author Liu, Shuangzhe

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Showing results 1 to 20 of 20

A comparison of estimators in Multivariate ARCH Models

Author(s)Polasek, Wolfgang; Liu, Shuangzhe
TypeConference paper
Date Published2002
Date CreatedMarch 15 2000

Efficiency comparisons between the OLSE and the BLUE in a singular linear model

Author(s)Liu, Shuangzhe
TypeJournal article
Date Published2000
Date Created-

Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities

Author(s)Liu, Shuangzhe
TypeJournal article
Date Published2000
Date Created-

Empirical realities for a minimal description risky asset model. The need for fractal features

Author(s)Heyde, C C; Liu, Shuangzhe
TypeJournal article
Date Published2001
Date Created-

Fractal Scaling and Black-Scholes: the full story. A new view of long range dependence in stock prices

Author(s)Heyde, C C; Liu, Shuangzhe; Gay, R
TypeJournal article
Date Published2001
Date Created-

Inequalities involving Hadamard products of positive semidefinite matrices

Author(s)Liu, Shuangzhe
TypeJournal article
Date Published2000
Date Created-
01_Liu_Influence_Diagnostic_Analysis_2015.pdf.jpg

Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions

Author(s)Liu, Shuangzhe; Leiva, Víctor; Ma, Tiefeng, et al
TypeJournal article
Date PublishedJun-2015
Date Created-

Local influence in multivariate elliptical linear regression models

Author(s)Liu, Shuangzhe
TypeJournal article
Date Published2002
Date Created-

Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models

Author(s)Liu, Shuangzhe; Heyde, C C; Wong, Wing-Keung
TypeJournal article
Date Published2011
Date Created-

On diagnostics in conditionally heteroskedastic time series models under elloptical distributions

Author(s)Liu, Shuangzhe
TypeJournal article
Date Published2004
Date Created-

On estimation in conditional heteroskedastic time series models under non-normal distributions

Author(s)Liu, Shuangzhe; Heyde, C C
TypeJournal article
Date Published2006
Date Created-

On Hadamard Product of Square Roots of CorrelationMatrices � Solution

Author(s)Liu, Shuangzhe
TypeJournal article
Date Published2003
Date Created-

On local influence for elliptical linear regression models

Author(s)Liu, Shuangzhe
TypeJournal article
Date Published2000
Date Created-

Several inequalities involving Khatri-Rao products of positive semidefinite matrices

Author(s)Liu, Shuangzhe
TypeJournal article
Date Published2002
Date Created-

Some comments on several matrix inequalities with applications to canonical correlations: historical background and recent developments

Author(s)Drury, S W; Liu, Shuangzhe; Lu, Chang Yu, et al
TypeJournal article
Date Published2002
Date Created-

Some efficiency comparisons for estimators from quasi-likelihood and generalized estimating equations

Author(s)Heyde, C C; Liu, Shuangzhe
TypeBook chapter
Date Published2003
Date Created-

Some statistical properties of Hadamard products and random matrices

Author(s)Neudecker, H; Liu, Shuangzhe
TypeJournal article
Date Published2001
Date Created-

Statistical properties of the Hadamard product of random vectors

Author(s)Neudecker, H; Liu, Shuangzhe
TypeJournal article
Date Published2001
Date Created-

Testing constraints and misspecification in VAR-ARCH models

Author(s)Polasek, Wolfgang; Liu, Shuangzhe
TypeBook chapter
Date Published2000
Date Created-

Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE

Author(s)Liu, Shuangzhe; King, Maxwell
TypeJournal article
Date Published2002
Date Created-
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Updated:  12 April 2016/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator