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person:"Fong, Wai-mun"
subject:"Share price"
~person:"Linton, Oliver"
~subject:"USA"
~type_genre:"Article in journal"
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Estimation theory
69
Schätztheorie
69
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Regression analysis
17
Regressionsanalyse
17
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16
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Fong, Wai-mun
Linton, Oliver
Maheswaran, S.
9
Tauchen, George Eugene
9
Li, Jia
8
Todorov, Viktor
7
Kim, Donggyu
6
Faff, Robert W.
5
Hoffman, Dennis L.
5
Kumar, Dilip
5
Maddala, Gangadharrao S.
5
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5
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5
Wang, Yazhen
5
Allen, David E.
4
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4
Bauwens, Luc
4
Bekaert, Geert
4
Bera, Anil K.
4
Bollerslev, Tim
4
Brooks, Robert
4
Caporale, Guglielmo Maria
4
Conway, Karen Smith
4
Cornwell, Christopher Mark
4
Cox, Thomas Lee
4
Diebold, Francis X.
4
Engle, Robert F.
4
Francq, Christian
4
Ghysels, Eric
4
Hansen, Christian Bailey
4
Heckman, James J.
4
Lesage, James P.
4
Mills, Terence C.
4
Moschini, Giancarlo
4
Myers, Robert J.
4
Pittis, Nikitas
4
Pope, Rulon D.
4
Rasche, Robert H.
4
Shephard, Neil G.
4
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4
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Annals of finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Cambridge working papers in economics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
2
The modified mixture of distributions model : a revisit
Fong, Wai-mun
;
Wong, Wing Keung
- In:
Annals of finance
2
(
2006
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10003282228
Saved in:
3
Joint variance-ratio tests of the martingale hypothesis for exchange rates
Fong, Wai-mun
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10001214311
Saved in:
4
Spectral tests of the Martingale hypothesis for exchange rates
Fong, Wai-mun
- In:
Journal of applied econometrics
10
(
1995
)
3
,
pp. 255-271
Persistent link: https://www.econbiz.de/10001183992
Saved in:
5
Do Asian stock market prices follow martingales? : Evidence from spectral shape tests
Fong, Wai-mun
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001174916
Saved in:
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