the two mainland China market betas are covariance stationary, the Hong Kong and Taiwan betas are not …This study looks at the time-varying nature of systematic risk in the Greater China equity markets. The Shanghai and … systematic risk for these two markets seem to be directly related to policy shifts. The Hong Kong and Taiwan markets are more …

markets and the Hong Kong share markets. We utilize a robustly estimated VECM-MV-GARCH model to test for possible co … situation changes and the segments appear to be significantly co-integrated. MV-GARCH results suggest that the conditional …

markets and the Hong Kong share markets. We utilize a robustly estimated VECM-MV-GARCH model to test for possible co … situation changes and the segments appear to be significantly co-integrated. MV-GARCH results suggest that the conditional …

estimator. The OLS regression with the HAC covariance matrix estimation and the GARCH-type models are employed toexplore the …

In this paper, we apply the ARMA-GARCH model to Hong Kong real estate market. We analyzed the monthly data of housing …

. The result shows that the China office market shows an average 40% increase in scale in the past 10 years. Economic growth … co-movement of office building prices in China is relatively weak, but the office market is getting more connected in …

China into 3 groups with different criteria. Then we build portfolios for these groups, by comparing the efficient frontier … performance with the full area. We test if this method in other parts of China, and the result shows this method could also work …