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A portmanteau test for multivariate garch when the conditional mean is an ECM : theory and empirical applications

Sin, Chor-yiu - 2006

Persistent link: https://www.econbiz.de/10003331371

A theoretical framework to evalute different margin-setting methodologies

Lam, Kin; Sin, Chor-yiu; Leung, Rico - In: The journal of futures markets 24 (2004) 2, pp. 117-145

Persistent link: https://www.econbiz.de/10001905021

Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk

Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298

Persistent link: https://www.econbiz.de/10001504616

Public infrastructure and economic growth : time-series properties and evidence

Lau, Sau-Him Paul - In: The economic record : er 73 (1997) 221, pp. 125-135

Persistent link: https://www.econbiz.de/10001224745

Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models

Lau, Sau-Him Paul - In: Economic modelling 14 (1997) 1, pp. 39-60

Persistent link: https://www.econbiz.de/10001241609

Information criteria for selecting possibly misspecified parametric models

Sin, Chor-yiu - In: Journal of econometrics 71 (1996) 1, pp. 207-225

Persistent link: https://www.econbiz.de/10001194736

Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk

Granger, C. W. J.; Sin, Chor-yiu - 1999

Persistent link: https://www.econbiz.de/10001395202

Information criteria for selecting possibly misspecified parametric models

Sin, Chor-yiu; White, Halbert - 1992

Persistent link: https://www.econbiz.de/10000853655

Tree-based methods for clustering time series using domain-relevant attributes

Ashouri, Mahsa; Shmueli, Galit; Sin, Chor-yiu - In: Journal of business analytics 2 (2019) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10012170261

Contagion Effects, Informational Effects, and Economic Fundamentals : An Analysis of Exchange Rate Dynamics During the Asian Currency Crisis

Chu, Kam Hon - 2007

This paper develops an empirical framework to determine if the Asian currency crisis was contagious, and if so, whether the contagion was warranted or unwarranted. By applying a monetary-portfolio model to monthly data for 1991-1998, our results show that short-run variations in exchange rates...

Persistent link: https://www.econbiz.de/10012776176