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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 |  | TC[WOS]:5 TC[Scopus]:8 | Submit date:2019/11/01
Markov-switching Arch  Chinese Stock Markets  Volatility Spillover  Volatility  Market Segmentation  
Revisiting Volume vs. GARCH Effects Using Univariate and Bivariate GARCH Models: Evidence from U.S. Stock Markets Book chapter
出自: Handbook of Quantitative Finance and Risk Management:Springer, Boston, MA, 2010, 页码: 1173-1181
Authors:  Zhuo Qiao;  Wing-Keung Wong
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/01
Volatility  Garch Effect  Volume Effect  Turnover  Information Flow  Multivariate Garch  Mixture Of Distributions Hypothesis  
Examining the Impact of the U.S. IT Stock Market on Other IT Stock Markets Book chapter
出自: Handbook of Quantitative Finance and Risk Management, Boston, MA:Springer, Boston, MA, 2010, 页码: 1283-1291
Authors:  Zhuo Qiao;  Venus Khim-Sen;  Wing-Keung Wong
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/01
Information Technology  Spillover Effect  Multivariate Garch (mGarch)  Conditional Correlation  It Bubble  Stock Market  Integration  Volatility