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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
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Information Technology  Spillover Effect  Multivariate Garch (mGarch)  Conditional Correlation  It Bubble  Stock Market  Integration  Volatility  
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 |  | TC[WOS]:0 TC[Scopus]:37 | Submit date:2019/11/01
Stock Market Segmentation  Fivecm  Multivariate Garch  Cointegration