Similar Search Results

Modelling regulatory change V's volume of trade effects in HSIF and HSI volatility : a note

Gannon, Gerard L. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003794141

Structural effects and spillovers in HSIF, HSI and S&P500 volatility

Gannon, Gerard L.; Au-Yeung, Siu Pang - In: Research in international business and finance 18 (2004) 3, pp. 305-317

Persistent link: https://www.econbiz.de/10003396231

Structural effects and spillovers in HSIF, HSI and S&P500 volatility

Gannon, Gerard L. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002035594

Regulatory change, structural breaks and transmission effects in HSIF and HSI volatility

Au-Yeung, Siu Pang (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002035624

Simultaneous volatility transmission and spillover effects

Gannon, Gerard L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002035616

Structural simultaneous volatility systems : volatility transmission and spillover effects

Gannon, Gerard L. - 1997

Persistent link: https://www.econbiz.de/10000964264

Simultaneous volatility transmissions and spillover effects : US and Hong Kong stock and futures markets

Gannon, Gerard L. - In: International review of financial analysis 14 (2005) 3, pp. 326-336

Persistent link: https://www.econbiz.de/10002960529

Simultaneous volatility transmissions and spillover effects : US and Hong Kong Stock and futures markets

Gannon, Gerard L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002035603

Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures

Gannon, Gerard L. - In: International review of financial analysis 7 (1998) 1, pp. 19-36

Persistent link: https://www.econbiz.de/10001252958

Modelling Regulatory Change V's Volume, of Trading Effects in HSIF and HSI Volatility

Gannon, Gerard L. - 2009

In an earlier paper, we adopted a bi-variate BEKK-GARCH framework and employed a systematic approach to examine structural breaks in the Hang Seng Index and Index Futures market volatility. Switching dummy variables were included and tested in the variance equations to check for any structural...

Persistent link: https://www.econbiz.de/10013155666