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A Lagrange multiplier test for GARCH models
Lee, John H. H. - In: Economics letters 37 (1991) 3, pp. 265-271
Persistent link: https://www.econbiz.de/10001114220
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Beta stability and portfolio formation
Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1993
Persistent link: https://www.econbiz.de/10000869915
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The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy; Pereira, Robert; Lee, John H. H. - 1993
Persistent link: https://www.econbiz.de/10000878845
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Beta stability and portfolio formation
Brooks, Robert - In: Pacific-Basin finance journal 2 (1994) 4, pp. 463-479
Persistent link: https://www.econbiz.de/10001178922
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The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy - In: Applied financial economics 7 (1997) 5, pp. 559-566
Persistent link: https://www.econbiz.de/10001229831
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A locally most mean powerful based score test for ARCH and GARCH regression disturbances
Lee, John H. H. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 17-27
Persistent link: https://www.econbiz.de/10001137106