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Fong, Wai-mun
11
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ECONIS (ZBW)
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1
Time reversibility tests of volume - volatility dynamics for stock returns
Fong, Wai-mun
- In:
Economics letters
81
(
2003
)
1
,
pp. 39-45
Persistent link: https://www.econbiz.de/10001796388
Saved in:
2
Volatility persistence and switching ARCH in Japanese stock returns
Fong, Wai-mun
- In:
Financial engineering and the Japanese markets
4
(
1997
)
1
,
pp. 37-57
Persistent link: https://www.econbiz.de/10001222632
Saved in:
3
Robust beta estimation : some empirical evidence
Fong, Wai-mun
- In:
Review of financial economics : RFE
6
(
1997
)
2
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001234501
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4
The dynamics of DM-£ exchange rate volatility : a SWARCH analysis
Fong, Wai-mun
- In:
International journal of finance & economics : IJFE
3
(
1998
)
1
,
pp. 59-71
Persistent link: https://www.econbiz.de/10001246071
Saved in:
5
The modified mixture of distributions model : a revisit
Fong, Wai-mun
;
Wong, Wing Keung
- In:
Annals of finance
2
(
2006
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10003282228
Saved in:
6
Realized volatility and transactions
Chan, Choon Chat
;
Fong, Wai-mun
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2063-2085
Persistent link: https://www.econbiz.de/10003339522
Saved in:
7
Basis variations and regime shifts in the oil futures market
Fong, Wai-mun
;
See, Kim Hock
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 499-513
Persistent link: https://www.econbiz.de/10001885513
Saved in:
8
Modelling the conditional volatility of commodity index futures as a regime switching process
Fong, Wai-mun
;
See, Kim Hock
- In:
Journal of applied econometrics
16
(
2001
)
2
,
pp. 133-163
Persistent link: https://www.econbiz.de/10001573886
Saved in:
9
On the rate of information absorption in the conditional variance of SES dual listed stocks
Fong, Wai-mun
;
Chng, Pheng Lui
- In:
International journal of theoretical and applied finance
3
(
2000
)
2
,
pp. 205-217
Persistent link: https://www.econbiz.de/10001484695
Saved in:
10
The political economy of volatility dynamics in the Hong Kong stock market
Fong, Wai-mun
;
Kee, Koh Seng
- In:
Asia-Pacific financial markets
9
(
2002
)
3/4
,
pp. 259-282
Persistent link: https://www.econbiz.de/10001769419
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