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Lee, Sangyeol
Chen, Cathy W. S.
70
William
60
Gerlach, Richard H.
32
Mary
32
So, Mike K. P.
15
Chan, Jennifer S. K.
11
Gerlach, Richard
10
Lin, Edward M. H.
8
So, Mike Ka-pui
7
Hwang, Bruce B. K.
6
McAleer, Michael
6
Chiang, Thomas C.
5
Dong, Manh Cuong
5
Chen, Wilson Ye
4
Chiang, Thomas Chinan
4
Lin, Edward M.H.
4
Liu, Feng-Chi
4
Peters, Gareth
4
Peters, Gareth W.
4
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Lin, Ann M. H.
3
Lin, Simon
3
Lin, Tsai-Yu
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Songsak Sriboonchitta
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Yu, Philip L. H.
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Chen, Qian
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Chen, Wilson
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
Saved in:
2
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
3
Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Khemmanant Khamthong
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011801139
Saved in:
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