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Are the GARCH models best in out-of-sample performance?
Lee, Keun-yeong - In: Economics letters 37 (1991) 3, pp. 305-308
Persistent link: https://www.econbiz.de/10001114212
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The contemporaneous interactions between the US, Japan, and Hong Kong stock markets
Lee, Keun-yeong - In: Economics letters 90 (2006) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10003243738
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Systematic risk over various frequency bands: An empirical analysis of returns on size-ranked portfolios
Lee, K.; Ni, S. - In: Economics letters 49 (1995) 1, pp. 77-84
Persistent link: https://www.econbiz.de/10006798231
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Bootstrapped White's test for heteroskedasticity in regression models
Jeong, Jinook; Lee, Kyoungwoo - In: Economics letters 63 (1999) 3, pp. 261-267
Persistent link: https://www.econbiz.de/10001398927
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Persistence of profitability and competition in emerging markets
Glen, Jack D.; Lee, Kevin C.; Singh, Ajit - In: Economics letters 72 (2001) 2, pp. 247-253
Persistent link: https://www.econbiz.de/10001589285