Lei Qi

Finance · with Fan · 2014

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it
• Economics and Econometrics — 5 citations into it

Whom Lei Qi trusts overall

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

1. Daniel B. Nelson
2. Peter Hall

Papers from Lei Qi's perspective

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

1. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
2. Inference in ARCH and GARCH models with heavy-tailed errors
3. Linear Processes in Function Spaces
4. ON CONVERGENCE OF STOCHASTIC PROCESSES
5. Nonparametric Functional Data Analysis: Theory and Practice (Springer Series in Statistics)
6. Linear Processes in Function Spaces: Theory And Applications
7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
8. Least absolute deviations estimation for ARCH and GARCH models
9. False discovery and false nondiscovery rates in single-step multiple testing procedures
10. Generalizations of the familywise error rate

Their papers

• Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods (2014) — 132 citations