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~person:"Chen, Yanhui"
~person:"Hui, Cho H."
~subject:"Theory"
~type_genre:"Article in journal"
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A quasi-bounded target zone model : theory and application to Hong Kong dollar
Lo, C. F.
;
Hui, Cho H.
;
Fong, Tom
;
Chung, Ray S. W.
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011538229
Saved in:
2
Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR
Chen, Yanhui
;
Lai, Kin Keung
;
Du, Jiangze
- In:
Eurasian economic review : a journal in applied …
4
(
2014
)
2
,
pp. 113-132
Persistent link: https://www.econbiz.de/10010514801
Saved in:
3
Valuing foreign currency options with a mean-reverting process : a study of Hong Kong dollar
Hui, Cho H.
;
Lo, C. F.
;
Yeung, V.
;
Fung, L.
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10003705590
Saved in:
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