HKU Scholars Hub: Browsing DSpace

Browsing by Subject volatility

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 中

or enter first few letters:

Showing results 1 to 13 of 13

	Title	Author(s)	Issue Date
	Absolving beta of volatility's effects Journal:Journal of Financial Economics	Liu, Jianan Stambaugh, Robert F.Yuan, Yu	2018
	Futures Commitments and Commodity Price Jumps Journal:The Financial Review (Statesboro)	Chatrath, A Song, F	1999
	Interday variations in volume, variance and participation of large speculators Journal:Journal of Banking & Finance	Chang, EC Pinegar, JM Schacter, B	1997
	A multivariate threshold varying conditional correlations model Journal:Econometric Reviews	Kwan, W Li, WK Ng, KW	2010
	On a multivariate conditional heteroscedastic model Journal:Biometrika	Wong, H Li, WK	1997
	On the least squares estimation of threshold autoregressive moving-average models Journal:Statistics and Its Interface	Li, D Li, WK Ling, S	2011
	On the threshold hyperbolic GARCH models Journal:Statistics and its Interface	Kwan, W Li, WK Li, G	2011
	Smart Grids: The Regulatory Challenges Book:Smart Grid Applications and Developments	Mah, DNY Leung, KPY Hills, PR	2014
	Speculative activity and stock market volatility Journal:Journal of Economics and Business	Chatrath, A Ramchander, S Song, F	1998
	Speculative investors and transactions tax: Evidence from the housing market Journal:Management Science	Fu, Yuming Qian, Wenlan Yeung, Bernard	2016
	State-Assisted Entrepreneurial Ventures: The Case of Aquacultural Development and the Seafood industry in Hong Kong Journal:International Journal of Entrepreneurial Venturing	Lai, LWC Lorne, FT	2020
	Volatility modelling of multivariate financial time series by using ICA-GARCH models Proceeding/Conference:Lecture Notes in Computer Science	Wu, EHC Yu, PLH	2005
	Volatility, Intermediaries, and Exchange Rates Journal:Journal of Financial Economics	Fang, X Liu, Y	2021

Showing results 1 to 13 of 13