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期刊论文Quantile autoregressive conditional heteroscedasticity, Journal of the Royal Statistical Society Series B-Statistical Methodology, 2023, 85(4): 1099-1127Quasi-Maximum Likelihood Inference for Linear Double Autoregressive Models, Statistica Sinica, 2024, 34: 699-723On dual-asymmetry linear double AR models, Statistics and Its Interface, 2023, 16(1): 3-16