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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
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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
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The political economy of volatility dynamics in the Hong Kong stock market
Fong, Wai-mun; Kee, Koh Seng - In: Asia-Pacific financial markets 9 (2002) 3/4, pp. 259-282
Persistent link: https://www.econbiz.de/10001769419
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A Cardan's discriminant approach to predicting currency crashes
Kee, Koh Seng; Fong, Wai-mun; Chan, Fabrice - In: Journal of international money and finance 26 (2007) 1, pp. 131-148
Persistent link: https://www.econbiz.de/10003416804
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Do Asian Stock Market Prices Follow Martingales? Evidence from Spectral Shape Tests
Mun, Fong Wai; Kee, Koh Seng - In: Asia Pacific journal of management : APJM ; a … 11 (1994) 2, pp. 345
Persistent link: https://www.econbiz.de/10006409481