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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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The magnitude effect in the over-and under-correction in international markets
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: The international journal of finance 20 (2008) 3, pp. 4833-4862
Persistent link: https://www.econbiz.de/10009130414
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Forecasting exchange rate volatility using autoregressive random variance model
So, Mike Ka-pui; Lam, Kin; Li, Wai Keung - In: Applied financial economics 9 (1999) 6, pp. 583-591
Persistent link: https://www.econbiz.de/10001525271
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A stochastic volatility model with Markov switching
So, Mike Ka-pui - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
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Intraday and interday volatility patterns in HSIF contracts
Choi, Daniel F. S. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 93-115
Persistent link: https://www.econbiz.de/10001250674
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A threshold stochastic volatility model
So, Mike Ka-pui; Li, Wai Keung; Lam, Kin - In: Journal of forecasting 21 (2002) 7, pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
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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
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Revisit of the volume versus GARCH effects by univariate and bivariate GARCH models : evidence from US stock markets
Wong, Wing Keung; Penm, Jack H. W.; Qiao, Zhuo - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003791143
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A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - 2016
Persistent link: https://www.econbiz.de/10011432790
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Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10009767005