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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:1/0 | TC[WOS]:3 TC[Scopus]:0 | Submit date:2019/11/01
Markov-switching Arch  Chinese Stock Markets  Volatility Spillover  Volatility  Market Segmentation  
Policy change and lead–lag relations among China's segmented stock markets Journal article
Journal of Multinational Financial Management, 2007,Volume: 18,Issue: 3,Page: 276-289
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
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Stock Market Segmentation  Nonlinearity  Lead–lag Relation  Granger Causality  
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market Journal article
Journal of International Financial Markets, Institutions and Money, 2007,Volume: 18,Issue: 5,Page: 425-437
Authors:  Zhuo Qiao;  Thomas C. Chiang;  Wing-Keung Wong
Favorite | View/Download:4/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/01
Stock Market Segmentation  Fivecm  Multivariate Garch  Cointegration