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Are Higher Co-Moments Priced? A Tale of Two Countries Journal article
Journal of Financial Studies, 2020
Authors:  Keith Lam;  Liang Dong;  Hung Wan Kot
Favorite | View/Download:480/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/14
Uk Stock Market  Higher Co-moments  Coskewness  Cokurtosis  China Stock Market  
A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets Book chapter
出自: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, London:Palgrave Macmillan UK, 2010, 页码: 49-73
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/01
Stock Market  Stock Return  Garch Model  Conditional Volatility  Chinese Stock Market  
Global capital market interdependence and spillover effect of credit risk: Evidence from the 2007-2009 global financial crisis Journal article
Applied Financial Economics, 2010,Volume: 20,Issue: 2018-01-02,Page: 85
Authors:  Cheung W.;  Fung S.;  Tsai S.
Favorite | View/Download:2/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/30