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~person:"Fan, Jianqing"
~person:"Hong, Yongmiao"
~subject:"ARCH-Modell"
~subject:"United States"
~type:"article"
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Fan, Jianqing
Hong, Yongmiao
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Testing the structure of conditional correlations in multivariate GARCH models : a generalized cross-spectrum approach
McCloud, Nadine
;
Hong, Yongmiao
- In:
International economic review
52
(
2011
)
4
,
pp. 991-1037
Persistent link: https://www.econbiz.de/10009385429
Saved in:
2
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
3
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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