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Wong, Wing-Keung
371
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233
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106
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62
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61
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51
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11
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10
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6
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14
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10
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5
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Risk management : a journal of risk, crisis and disaster
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Studies in Economics and Finance
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ECONIS (ZBW)
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31
Overreaction of index futures in Hong Kong
Fung, Alexander Kwok-Wah
;
Lam, Kin
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 331-351
Persistent link: https://www.econbiz.de/10002050353
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32
Adding risks : some general results about time diversification
Lam, Kin
;
Zou, Liang
-
2000
Persistent link: https://www.econbiz.de/10001503283
Saved in:
33
Forecasting for the generation of trading signals in financial markets
Lam, Kin
;
Lam, King Chung
- In:
Journal of forecasting
19
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001441478
Saved in:
34
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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35
Optimal market timing strategies for ARMA(1,1) return processes
Li, Wei
;
Lam, Kin
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 163-190
Persistent link: https://www.econbiz.de/10001542591
Saved in:
36
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
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37
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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38
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
Saved in:
39
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
Saved in:
40
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung
- In:
The statistician : journal of the Institute of Statisticians
44
(
1995
)
3
,
pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
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