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Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex - In: Applied financial economics 21 (2011) 7/9, pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
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The intertemporal stability of the covariance and correlation matrices of Hong Kong stock returns
Tang, Gordon Y. N. - In: Applied financial economics 8 (1998) 4, pp. 359-365
Persistent link: https://www.econbiz.de/10001363508
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An assessment of risk and return : some empirical findings from the Hong Kong stock exchange
Cheung, Stephen Y. L. - In: Applied financial economics 2 (1992) 2, pp. 105-114
Persistent link: https://www.econbiz.de/10001136541
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Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John - In: Applied financial economics 8 (1998) 2, pp. 145-153
Persistent link: https://www.econbiz.de/10001244119
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A switching regression approach to the stationarity of systematic and non-systematic risks : the Hong Kong experience
Cheng, Joseph W. - In: Applied financial economics 7 (1997) 1, pp. 45-57
Persistent link: https://www.econbiz.de/10001219240
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Meltdown of 1987 and meteor showers among Pacific-Basin stock markets
Choudhry, Taufiq - In: Applied financial economics 10 (2000) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10001525808
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The role of information in Hong Kong individual stock futures trading
McKenzie, Michael D.; Brooks, Robert - In: Applied financial economics 13 (2003) 2, pp. 123-131
Persistent link: https://www.econbiz.de/10001725734
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Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets : Hong Kong, Shanghai and Shenzhen
McGuinness, Paul B.; Harris, Richard D. F. - In: Applied financial economics 21 (2011) 13/15, pp. 917-929
Persistent link: https://www.econbiz.de/10009317460
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The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim - In: Applied financial economics 21 (2011) 7/9, pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
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The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi; Yang, Jack J. W. - In: Applied financial economics 18 (2008) 4/6, pp. 411-419
Persistent link: https://www.econbiz.de/10003739136