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Gao, Zhaoxing, Ma, Yingying, Wang, Hansheng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) Banded spatio-temporal autoregressions. Journal of Econometrics, 208 (1). pp. 211-230. ISSN 0304-4076
Huang, Da, Wang, Hansheng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Estimating GARCH models: when to use what? Econometrics Journal, 11 (1). pp. 27-38. ISSN 1368-4221