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Browsing "Department of Statistics & Actuarial Science" by Author lam, k
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Showing results 1 to 20 of 25
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Title
Author(s)
Issue Date
Accumulator pricing
Proceeding/Conference:
IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)
Lam, K
Yu, PLH
Xin, L
2009
An application of CUSUM Chart on financial trading
Proceeding/Conference:
CIS '13: Proceedings of the 2013 Ninth International Conference on Computational Intelligence and Security
Xin, L
Yu, PLH
Lam, K
2013
Analysis of Duplicate Bridge Tournament Data
Journal:
Scandinavian Journal of Statistics
Yu, PLH
Lam, K
1996
Automating technical analysis
Book:
Advances in Data Mining and Modeling
Yu, PLH
Lam, K
Ng, SH
2002
An empirical study of volatility in seven Southeast Asian stock markets using ARV models
Journal:
Journal of Business Finance and Accounting
So, MKP
Lam, K
Li, WK
1997
Estimation of mean based on an unbalanced ranked set sample
Book:
In: Ahsanullah, M. (ed.), Applied Statistical Science
Yu, PLH
Lam, K
Sinha, BK
1997
Estimation of normal variance based on balanced and unbalanced ranked set samples
Journal:
Environmental and Ecological Statistics
Yu, PLH
Lam, K
Sinha, BK
1999
Forecasting and trading strategies based on a price trend model
Journal:
Journal of Forecasting
Kwan, JWC
Lam, K
So, MKP
Yu, PLH
2000
Forecasting exchange rate volatility using autoregressive random variance model
Journal:
Applied Financial Economics
So, MKP
Lam, K
Li, WK
1999
How to predict election winners from a poll
Journal:
Journal of Applied Statistics
Yu, PLH
Lam, K
1997
How to predict election winners from a poll
Proceeding/Conference:
World Association for Public Opinion Research's Seminar: Evaluating Public Opinion in Asia
Yu, PLH
Lam, K
1996
Likelihood ratio test for the spacing between two adjacent location parameters
Journal:
Statistics and Probability Letters
Yu, PLH
Lam, K
1996
Likelihood ratio test for the spacing between two adjacent location parameters
Proceeding/Conference:
The Joint Statistical Meetings
Yu, PLH
Lam, K
1995
A margin scheme that advises on when to change required margin
Journal:
European Journal of Operational Research
Lam, K
Yu, PLH
Lee, PH
2010
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Journal:
Journal of Royal Statistical Society
Li, WK
Lam, K
1995
Multivariate modelling of the autoregressive random variance process
Journal:
Journal of Time Series Analysis
So, MKP
Li, WK
Lam, K
1997
Multivariate modelling of volatility by the autoregressive random variance process
Proceeding/Conference:
Proceedings of the 1995 Hong Kong Statistical Conference
So, KP
Li, WK
Lam, K
1995
Permutation model on duplicate bridge tournament data
Proceeding/Conference:
International Workshop on Statistical Modelling
Yu, PLH
Lam, K
1994
A predictive approach for the selection of a fixed number of good treatments
Journal:
Communications in Statistics: Theory and Methods
Lam, K
Yu, PLH
1994
Price changes and trading volume relationship in the Hong Kong stock market
Journal:
Asia Pacific Journal of Management
Lam, K
Li, WK
Wong, PS
1990
