Concepedia

Shiqing Ling

SL

Statistics

Publications

60

Citations

4.5K

H-Index

31

Active since

1992

Affiliations

Hong Kong University of Science and Technology(Current)

University of Hong Kong

The University of Western Australia

Chinese Academy of Sciences

Tsinghua University

Shiqing Ling is an author at Hong Kong University of Science and Technology specializing in econometrics, economics, and time series analysis.

ORCID

Publications per year

1992–2019

60

Publications

60

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL

Shiqing Ling, Michael McAleer · Econometric Theory · 2003 · 907 citations · Full text

, , +14

Stationarity and the existence of moments of a family of GARCH processes

Shiqing Ling, Michael McAleer · Journal of Econometrics · 2002 · 365 citations

, , +12

NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(<i>r</i>,<i>s</i>) AND ASYMMETRIC POWER GARCH(<i>r</i>,<i>s</i>) MODELS

Shiqing Ling, Michael McAleer · Econometric Theory · 2002 · 296 citations · Full text

, , +10

Recent Theoretical Results for Time Series Models with GARCH Errors

W. K. Li, Shiqing Ling, Michael McAleer · Journal of Economic Surveys · 2002 · 273 citations

, , +17

On Fractionally Integrated Autoregressive Moving-Average Time Series Models with Conditional Heteroscedasticity

Shiqing Ling, W. K. Li · Journal of the American Statistical Association · 1997 · 238 citations

, , +17

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