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A portmanteau test for multivariate garch when the conditional mean is an ECM : theory and empirical applications
Sin, Chor-yiu - 2006
Persistent link: https://www.econbiz.de/10003331371
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QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu - In: Annals of financial economics 9 (2014) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10010489087
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Using CARRX models to study factors affecting the volatilities of Asian equity markets
Sin, Chor-yiu - In: The North American journal of economics and finance : a … 26 (2013), pp. 552-564
Persistent link: https://www.econbiz.de/10010370494
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - 1999
Persistent link: https://www.econbiz.de/10001395202