Narrow search
Showing 21 - 30 of 138
Cover Image
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
Cover Image
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung - In: Journal of the Royal Statistical Society 44 (1995) 3, pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
Cover Image
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
Cover Image
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
Cover Image
Family groupings on performance of portfolio selection in the Hong Kong stock market
Lam, Kin - In: Journal of banking & finance 18 (1994) 4, pp. 725-742
Persistent link: https://www.econbiz.de/10001170167
Cover Image
A Stochastic Volatility Model With Markov Switchlng
So, Mike K.P.; Lam, K.; Li, W.K. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 244-253
Persistent link: https://www.econbiz.de/10008219287
Cover Image
Using Daily High-Low Time to Test for Intraday Random Walk in Two Index Futures Markets
Mok, Debby M.Y.; Lam, K.; Li, W. - In: Review of quantitative finance and accounting 14 (2000) 4, pp. 381-398
Persistent link: https://www.econbiz.de/10007180030
Cover Image
Correction: Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, W.K.; Lam, K. - In: The statistician : journal of the Institute of Statisticians 45 (1996) 1, pp. 142
Persistent link: https://www.econbiz.de/10007316065
Cover Image
An empirical test of the variance gamma option pricing model
Lam, K.; Chang, E.; Lee, M.C. - In: Pacific-Basin finance journal 10 (2002) 3, pp. 267-286
Persistent link: https://www.econbiz.de/10007236156
Cover Image
Forecasting exchange rate volatility using autoregressive random variance model
So, M.K.P.; Lam, K.; Li, W.K. - In: Applied financial economics 9 (1999) 6, pp. 583-592
Persistent link: https://www.econbiz.de/10007683208