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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
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Volatility forecasting in the Hang Seng index using the GARCH approach
Liu, Wei; Morley, Bruce - In: Asia-Pacific financial markets 16 (2009) 1, pp. 51-63
Persistent link: https://www.econbiz.de/10003855652
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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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Long memory volatility in the stock market returns : evidence from the crisis in Hong Kong
Selmi, Nadhem; Hachicha, Nejib; Ajmi, Ahdi Noomen - In: The empirical economics letters : a monthly … 10 (2011) 3, pp. 269-280
Persistent link: https://www.econbiz.de/10009507371
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The global financial crisis and the integration of emerging stock markets in Asia
Kang, Sang Hoon; Yoon, Seong-min - In: Dae oe gyeong je yeon gu 15 (2011) 4, pp. 49-73
Persistent link: https://www.econbiz.de/10009426743
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Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR
Chen, Yanhui; Lai, Kin Keung; Du, Jiangze - In: Eurasian economic review : a journal in applied … 4 (2014) 2, pp. 113-132
Persistent link: https://www.econbiz.de/10010514801
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Is there a volatility effect in the Hong Kong stock market?
Nartea, Gilbert V.; Wu, Ji - In: Pacific-Basin finance journal 25 (2013), pp. 119-135
Persistent link: https://www.econbiz.de/10010346752
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The interrelation of stock markets in China, Taiwan and Hong Kong and their constructional portfolio's value-at-risk estimate
Su, Jung-bin - In: The journal of risk model validation 8 (2014) 4, pp. 69-127
Persistent link: https://www.econbiz.de/10010506583
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Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States
Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232
Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China (Shanghai and Shenzhen) over 2 January 2001 to 8 February 2013 suggest: (1) evidence of unidirectional return spillovers from the US to the other three markets; but no spillover...
Persistent link: https://www.econbiz.de/10011296721
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Price discovery in the Hang Seng Index markets : index, futures, and the tracker fund
So, Raymond W.; Tse, Yiuman - In: The journal of futures markets 24 (2004) 9, pp. 887-907
Persistent link: https://www.econbiz.de/10002145997