Huimin Li

Economics and Econometrics · with Hammoudeh · 2003–2008

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #6,579 of 23,481 by trust here, #6,570 by citations

Whom Huimin Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shawkat Hammoudeh

Who trusts Huimin Li overall

1. Shawkat Hammoudeh
2. Ping Wang
3. Hong Miao
4. George Filis
5. T. Moore
6. Michael Mcaleer

Papers from Huimin Li's perspective

Ordered by how strongly the researchers Huimin Li trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Long Memory and Regime Switching
3. Portfolio Selection
4. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
5. International Asset Allocation With Regime Shifts
6. Asymptotic theory for multivariate GARCH processes
7. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
8. Is the "Leverage Effect" a Leverage Effect?
9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers

• Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets (2008) — 217 citations
• Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations (2003) — 123 citations
• Oil sensitivity and systematic risk in oil-sensitive stock indices (2005) — 207 citations