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Search: person:"Ho, Kin Yip"
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ARCH-Modell
China
20
Volatility
18
Volatilität
18
ARCH model
14
Aktienmarkt
14
Stock market
14
Capital income
11
Kapitaleinkommen
11
Börsenkurs
8
Share price
8
Ankündigungseffekt
7
Announcement effect
7
Estimation
7
News sentiment
7
Schätzung
7
Risikoprämie
6
Risk premium
6
Time series analysis
6
Zeitreihenanalyse
6
Correlation
5
Korrelation
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Long memory
5
Public information arrival
5
Theorie
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Theory
5
CAPM
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Constant correlations
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3
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FIGARCH
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Hong Kong
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Hongkong
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Konjunktur
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Markov Regime-Switching GARCH
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Ho, Kin-Yip
14
Shi, Yanlin
7
Zhang, Zhaoyong
7
Tsui, Albert K.
5
An, Jiyoun
1
Gao, Guangyuan
1
Liu, Wai-man
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International review of economics & finance : IREF
2
Journal of economic development
2
China's rise and internationalization : regional and global challenges and impacts
1
Economic modelling
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Journal of empirical finance
1
Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
14
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1
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
2
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
3
Size matters after all : evidence from the Chinese stock market
Ho, Kin-Yip
;
An, Jiyoun
;
Zhang, Zhaoyong
- In:
China's rise and internationalization : regional and …
,
(pp. 237-249)
.
2020
Persistent link: https://www.econbiz.de/10012224031
Saved in:
4
News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
5
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
6
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
7
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
8
Conditional volatility asymmetry of business cycles : evidence from four OECD countries
Ho, Kin-Yip
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Journal of economic development
38
(
2013
)
3
,
pp. 33-56
Persistent link: https://www.econbiz.de/10010196456
Saved in:
9
How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
Saved in:
10
Dynamic linkages among financial markets in the Greater China region : a multivariate asymmetric approach
Ho, Kin-Yip
;
Zhang, Zhaoyong
- In:
The world economy : the leading journal on …
35
(
2012
)
4
,
pp. 500-523
Persistent link: https://www.econbiz.de/10009533582
Saved in:
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