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  1. A New Pearson-Type QMLE for Conditionally Heteroscedastic Models

    Article • Journal of Business and Economic Statistics, October 2015, Taylor & Francis

    Wai Keung Li, Dr Ke Zhu

  2. Extreme values identification in regression using a peaks-over-threshold approach

    Article • Journal of Applied Statistics, November 2014, Taylor & Francis

    Wai Keung Li