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Forecasting currency crises with threshold models

Chong, Terence Tai-Leung; Yan, Isabel K. M. - In: International economics : a journal published by CEPII … 156 (2018), pp. 156-174

Persistent link: https://www.econbiz.de/10012027260

Explaining the financial instability hypothesis with endogenous investment : a nonlinear model predictive control approach

Chong, Terence Tai-Leung; Cebula, Richard J.; Peng, Fangping - In: Journal of mathematical finance 5 (2015) 2, pp. 83-87

Persistent link: https://www.econbiz.de/10011398677

The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes

Chong, Terence Tai-Leung; Wang, Xiaolei - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 75-93

The performance of analysts’ forecasts has attracted increasing attention in recent years. However, as yet, no empirical study has investigated the nexus between the analyst forecast dispersion (AFD) and excess returns surrounding stock market crashes in any depth. This paper attempts to fill...

Persistent link: https://www.econbiz.de/10011556115

A new recognition algorithm for "head-and-shoulders" price patterns

Chong, Terence Tai-Leung; Poon, Ka-Ho - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 5, pp. 1-18

Persistent link: https://www.econbiz.de/10011897602

Predictive models for disaggregate stock market volatility

Chong, Terence Tai-Leung; Ling, Shiyun - In: Financial markets and portfolio management 31 (2017) 3, pp. 261-288

Persistent link: https://www.econbiz.de/10011951759

Is the Chinese stock market really inefficient?

Chong, Terence Tai-Leung; Lam, Tau-hing; Yan, Isabel K. M. - In: China economic review : an international journal 23 (2012) 1, pp. 122-137

Persistent link: https://www.econbiz.de/10009508606

How to make a profitable trading strategy more profitable?

Chong, Terence Tai-Leung; Lam, Tau-hing - In: The Singapore economic review : journal of the Economic … 58 (2013) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10010199695