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~subject:"Volatility"
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Volatility
Hong Kong
7,449
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6,588
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1,605
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1,533
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900
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852
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Gannon, Gerard L.
11
McAleer, Michael
9
Tsang, Kwok Ping
9
Au-Yeung, Siu Pang
5
Suen, John
5
Tang, Gordon Y. N.
5
Tin Cheuk Leung
5
Chan, Yue-cheong
4
Leung, Tin Cheuk
4
Liow, Kim Hiang
4
Wei, K. C. John
4
Wong, Wing Keung
4
Cheng, Louis T. W.
3
Hui, Eddie Chi Man
3
Li, Matthew C.
3
Liu, Y. Angela
3
Pan, Ming-Shiun
3
Porter, Nathaniel John
3
Andréosso-O'Callaghan, Bernadette
2
Asai, Manabu
2
Audrino, Francesco
2
Bahmani-Oskooee, Mohsen
2
Chan, Kalok
2
Chan, Kam C.
2
Chau, K. W.
2
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2
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2
Choudhry, Taufiq
2
Crosby, Mark
2
Crosby, Mark Andrew
2
Deng, Chengtao
2
Diaz, John Francis
2
Fong, Kingsley
2
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2
Fung, Joseph K. W.
2
Gan, Christopher
2
Ho, Kin-Yip
2
Jaffry, Shabbar
2
Joshi, Prashant
2
Lubik, Thomas A.
2
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10
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6
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School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
6
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6
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4
International review of economics & finance : IREF
4
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4
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4
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3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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3
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2
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2
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2
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2
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2
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2
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Advances in Pacific Basin business, economics, and finance
1
Advances in international banking and finance
1
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1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
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ECONIS (ZBW)
225
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1
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
2
Overreaction and seasonality in Asian stock indices : evidence from Korea, Hong Kong and Japan
Schaub, Mark
;
Lee, Bun-song
;
Chun, Sun Eae
- In:
Research in finance
24
(
2008
),
pp. 169-195
Persistent link: https://www.econbiz.de/10003752947
Saved in:
3
The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi
;
Yang, Jack J. W.
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003739136
Saved in:
4
Common stochastic volatility trends in international stock returns
Dao, Chi-Mai
;
Wolters, Jürgen
- In:
International review of financial analysis
17
(
2008
)
3
,
pp. 431-445
Persistent link: https://www.econbiz.de/10003764415
Saved in:
5
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
6
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
7
An enhanced implied tree model for option pricing : a study on Hong Kong property stock options
Hui, Eddie Chi Man
- In:
International review of economics & finance : IREF
15
(
2006
)
3
,
pp. 324-345
Persistent link: https://www.econbiz.de/10003357607
Saved in:
8
Short and long term components of volatility in Hong Kong stock returns
Ané, Thierry
- In:
Applied financial economics
16
(
2006
)
6
,
pp. 439-460
Persistent link: https://www.econbiz.de/10003335010
Saved in:
9
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
10
Modelling regulatory change V's volume of trade effects in HSIF and HSI volatility : a note
Gannon, Gerard L.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003794141
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