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The predictability of German stock returns
Klähn, Judith - 2000
Persistent link: https://www.econbiz.de/10001476569
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Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
McPherson, Matthew Q.; Palardy, Joseph - In: Journal of international financial markets, … 17 (2007) 5, pp. 452-464
Persistent link: https://www.econbiz.de/10003609496
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Forecasting of Hong Kong airport's passenger throughput
Tsui, Wai Hong Kan; Balli, Hatice Ozer; Gilbey, Andrew; … - In: Tourism management : research, policies, practice 42 (2014), pp. 62-76
Persistent link: https://www.econbiz.de/10010354152
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Are international stock returns predictable? : An application of spectral shape tests corrected for heteroskedasticity
McPherson, Matthew Q.; Palardy, Joseph; Vilasuso, Jon R. - In: Journal of economics & business 57 (2005) 2, pp. 103-118
Persistent link: https://www.econbiz.de/10002767692
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Fractal structure of the stock markets of leading Asian countries
Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394
Persistent link: https://www.econbiz.de/10010480116
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The price linkages between the equity fund price levels and the stock markets : evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (...
Chu, Patrick Kuok-Kun - In: International review of financial analysis 19 (2010) 4, pp. 281-288
Persistent link: https://www.econbiz.de/10009272665
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Common stochastic trends in Pacific Rim stock markets
Chung, Pin Johnny - In: The quarterly review of economics and finance : journal … 34 (1994) 3, pp. 241-259
Persistent link: https://www.econbiz.de/10001164613
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Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung - In: The statistician : journal of the Institute of Statisticians 44 (1995) 3, pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
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Estimating Fluctuating Volatility Time Series Returns for a Cluster of International Stock Markets : A Case Study for Switzerland, Austria, China and Hong Kong
BADARLA, Suresh; NATHWANI, Bharti; Trivedi, Jatin; … - 2022
The major aim of this empirical study is to estimate the volatility time series returns for a cluster of international stock markets, such as: Switzerland, Austria, China and Hong Kong. The paper demonstrates statistical modeleling in order to capture volatility clusters and changes in long and...
Persistent link: https://www.econbiz.de/10013290005