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Estimating a linear exponentia...
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ECONIS (ZBW)
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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
Saved in:
2
QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10010489087
Saved in:
3
Information criteria for selecting possibly misspecified parametric models
Sin, Chor-yiu
;
White, Halbert
-
1992
Persistent link: https://www.econbiz.de/10000853655
Saved in:
4
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
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5
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
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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
Saved in:
7
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
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8
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
Saved in:
9
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
Saved in:
10
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
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