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Finite-sample distribution of the augmented Dickey-Fuller test with lag optimization Journal article
Applied Economics, 2012,Volume: 45,Issue: 24,Page: 3495–3511
Authors:  Pui Sun Tam
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/11/01
Unit Root Test  Lag Optimization  Response Surface  Monte Carlo  
Relationship between Macroeconomic Variables and Net Asset Values (NAV) of Equity Funds: Cointegration Evidence and Vector Error Correction Model of the Hong Kong Mandatory Provident Funds (MPFs) Journal article
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2011,Volume: 21,Issue: 5,Page: 792-810
Authors:  Patrick Kuok-KunChu
Favorite | View/Download:9/0 | TC[WOS]:6 TC[Scopus]:9 | Submit date:2019/11/11
Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
The Price Linkages between the Equity Fund Price Levels and the Stock Markets: Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF) Journal article
International Review of Financial Analysis, 2010,Volume: 19,Issue: 4,Page: 281-288
Authors:  Patrick Kuok-Kun Chu
Favorite | View/Download:4/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/11
Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test