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~isPartOf:"Applied financial economics"
~person:"Chan, Felix"
~person:"Chelley-Steeley, Patricia L."
~person:"Hamori, Shigeyuki"
~subject:"ARCH model"
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Chan, Felix
Chelley-Steeley, Patricia L.
Hamori, Shigeyuki
McMillan, David G.
3
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Applied financial economics
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Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
2
Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
Saved in:
3
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix
;
McAleer, Michael
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
Saved in:
4
Exchange controls and the transmission of equity market volatility : the case of the UK
Chelley-Steeley, Patricia L.
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 317-327
Persistent link: https://www.econbiz.de/10001526295
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