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Time reversibility tests of volume - volatility dynamics for stock returns
Fong, Wai-mun - In: Economics letters 81 (2003) 1, pp. 39-45
Persistent link: https://www.econbiz.de/10001796388
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Basis variations and regime shifts in the oil futures market
Fong, Wai-mun; See, Kim Hock - In: The European journal of finance 9 (2003) 5, pp. 499-513
Persistent link: https://www.econbiz.de/10001885513
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A Markov switching model of the conditional volatility of crude oil futures prices
Fong, Wai-mun; See, Kim Hock - In: Energy economics 24 (2002) 1, pp. 71-95
Persistent link: https://www.econbiz.de/10001652763