UM

Browse/Search Results:  1-5 of 5 Help

Filters    
Selected(0)Clear Items/Page:    Sort:
Local tourism cycle and external business cycle Journal article
Annals of Tourism Research, 2018,Volume: 73,Page: 159-170
Authors:  Xinhua Gu;  Jie Wu;  Haizhen Guo;  Guoqiang Li
Favorite  |  View/Download:11/0  |  Submit date:2019/01/17
Markov Switching Model  Business Cycle  Casino Hospitality  Tourism Cycle  Macao  
The stock–bond comovements and cross-market trading Journal article
Journal of Economic Dynamics and Control, 2016,Volume: 73,Page: 417-438
Authors:  Mengling Li;  Huanhuan Zheng;  Terence Tai Leung Chong;  Yang Zhang
Favorite  |  View/Download:3/0  |  Submit date:2019/08/02
Heterogeneity  Markov Switching Var  Stock–bond Comovement  Threshold Var  
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach Journal article
Applied Financial Economics, 2011,Volume: 21,Issue: 24,Page: 1831-1841
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
Favorite  |  View/Download:0/0  |  Submit date:2019/10/22
Markov Switching Var  Stock Markets  Dynamic Relationships  Regime-dependent Impulse Response  Hansen Test  
Examining stock volatility in the segmented Chinese stock markets: a SWARCH approach Journal article
Global Economic Review, 2010,Volume: 39,Issue: 3,Page: 225-246
Authors:  Zhuo Qiao;  Weiwei Qiao;  Wing-Keung Wong
Favorite  |  View/Download:0/0  |  Submit date:2019/11/01
Markov-switching Arch  Chinese Stock Markets  Volatility Spillover  Volatility  Market Segmentation  
Theoretical Model of Stock Trading Behavior with Biases Conference paper
Proceedings of the World Congress on Engineering, World Congress on Engineering, Imperial Coll London, London, UNITED KINGDOM, 30 June - 2 July 2010
Authors:  Liu Ke;  Kin Keung Lai;  Yen Jerome
Favorite  |  View/Download:3/0  |  Submit date:2019/12/10
Representative Bias  Trading Behavior  Bayesian Investor  Disposition Effect