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Research

Dr Hang Liu

Research student

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  1. 2023
  2. Published

    M-Estimation in GARCH Models in the Absence of Higher-Order Moments

    Hallin, M., Liu, H. & Mukherjee, K., 1/06/2023, Research papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi. 1 ed. Singapore: Springer, p. 195-219 25 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  3. 2022
  4. Published

    Center-Outward R-Estimation for Semiparametric VARMA Models

    Hallin, M., La Vecchia, D. & Liu, H., 30/06/2022, In: Journal of the American Statistical Association. 117, 538, p. 925-938 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. 2021
  6. Published

    Robust Estimation for GARCH Models and VARMA Models

    Liu, H., 2021, Lancaster University. 209 p.

    Research output: Thesis › Doctoral Thesis

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