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An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris; Garrett, Ian; Hinich, Melvin J. - In: Applied financial economics 9 (1999) 6, pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
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Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
Lim, Kian-Ping; Brooks, Robert; Hinich, Melvin J. - In: Journal of international financial markets, … 18 (2008) 5, pp. 527-544
Persistent link: https://www.econbiz.de/10003775780
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The weak-form efficiency of Chinese stock markets : thin trading, nonlineartiy and episodic serial dependencies
Lim, Kian-Ping; Habibullah, Muzafar Shah; Hinich, Melvin J. - In: Journal of emerging market finance 8 (2009) 2, pp. 133-163
Persistent link: https://www.econbiz.de/10003905026
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Episodic nonlinearity in Latin American stock market indices
Bonilla, Claudio A.; Romero-Meza, Rafael; Hinich, Melvin J. - In: Applied economics letters 13 (2006) 3, pp. 195-199
Persistent link: https://www.econbiz.de/10003289190
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Nonlinear event detection in the Chilean stock market
Romero-Meza, Rafael; Bonilla, Claudio A.; Hinich, Melvin J. - In: Applied economics letters 14 (2007) 13/15, pp. 987-991
Persistent link: https://www.econbiz.de/10003606690
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Statistical inadequacy of GARCH models for Asian stock markets : evidence and implications
Lim, Kian-Ping; Hinich, Melvin J.; Liew, Venus Khim-sen - In: Journal of emerging market finance 4 (2005) 3, pp. 263-279
Persistent link: https://www.econbiz.de/10003255763