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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:3/0  |  Submit date:2019/10/22
Markov Switching Var  Stock Markets  Dynamic Relationships  Regime-dependent Impulse Response  Hansen Test  
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach Journal article
Journal of Empirical Finance, 2011,Volume: 19,Issue: 1,Page: 162-174
Authors:  Chia-YingChan;  Christian de Peretti;  Zhuo Qiao;  Wing-Keung Wong
Favorite  |  View/Download:3/0  |  Submit date:2019/11/01
Covered Warrants  Market Efficiency  Stochastic Dominance  Bootstrap Likelihood Test  
Examining the Day-of-the-Week effects in Chinese stock markets: New evidence from a stochastic dominance approach Journal article
Global Economic Review, 2011,Volume: 40,Issue: 3
Authors:  Zhuo Qiao;  Weiwei Qia;  Wing-Keung Wong
Favorite  |  View/Download:1/0  |  Submit date:2019/11/01
Day-of-the-week Effect  Stochastic Dominance  Chinese Stock Markets  Mean-variance Criterion