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Changshuai Li, Dr.

Personal Details

First Name:Changshuai
Middle Name:
Last Name:Li
Suffix:Sr.
RePEc Short-ID:pli600

Affiliation

John E. Walker Department of Economics
Wilbur O. and Ann Powers College of Business
Clemson University

Clemson, South Carolina (United States)
https://www.clemson.edu/business/departments/economics/
RePEc:edi:decleus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Yong Tao & Xiangjun Wu & Changshuai Li, 2014. "Rawls' Fairness, Income Distribution and Alarming Level of Gini Coefficient," Papers 1409.3979, arXiv.org.
  2. Chang-Shuai Li, 2011. "Common persistence in conditional variance: A reconsideration," Papers 1112.1363, arXiv.org.
  3. Chang-Shuai Li, 2011. "Analysis of hedging based on co-persistence theory," Papers 1112.4027, arXiv.org, revised Feb 2012.

Articles

  1. Chang-Shuai Li, 2012. "Analysis of hedging based on co-persistence theory," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(12), pages 2557-2567, August.
  2. Li, Chang-Shuai, 2012. "Common persistence in conditional variance: A reconsideration," Economic Modelling, Elsevier, vol. 29(5), pages 1809-1819.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Chang-Shuai Li, 2011. "Common persistence in conditional variance: A reconsideration," Papers 1112.1363, arXiv.org.

    Cited by:

    1. Shi, Yanlin & Ho, Kin-Yip, 2015. "Modeling high-frequency volatility with three-state FIGARCH models," Economic Modelling, Elsevier, vol. 51(C), pages 473-483.
    2. Marcel Aloy & Gilles de Truchis, 2015. "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities," Post-Print hal-01410660, HAL.
    3. Pal, Debdatta, 2022. "Does hospitality industry stock volatility react asymmetrically to health and economic crises?," Economic Modelling, Elsevier, vol. 108(C).
    4. Madziwa, Lawrence & Pillalamarry, Mallikarjun & Chatterjee, Snehamoy, 2023. "Integrating stochastic mine planning model with ARDL commodity price forecasting," Resources Policy, Elsevier, vol. 85(PB).
    5. Gilles Truchis & Benjamin Keddad, 2016. "Long-Run Comovements in East Asian Stock Market Volatility," Open Economies Review, Springer, vol. 27(5), pages 969-986, November.

Articles

  1. Li, Chang-Shuai, 2012. "Common persistence in conditional variance: A reconsideration," Economic Modelling, Elsevier, vol. 29(5), pages 1809-1819.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2012-01-03
  2. NEP-ETS: Econometric Time Series (1) 2011-12-13

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