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Review of quantitative finance and accounting
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The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Wang, Kai-Li
;
Chen, Mei-Ling
- In:
Review of quantitative finance and accounting
29
(
2007
)
4
,
pp. 371-394
Persistent link: https://www.econbiz.de/10007869862
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2
An Assessment of Empirical Model Performance When Financial Market Transactions are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates
Wang, Kai-Li
;
Fawson, Chris
;
Barrett, Christopher B.
- In:
Review of quantitative finance and accounting
19
(
2002
)
2
,
pp. 111-130
Persistent link: https://www.econbiz.de/10007164196
Saved in:
3
An assessment of empirical model performance when financial market transactions are observed at different data frequencies : an application to East Asian exchange rates
Wang, Kai-Li
;
Fawson, Christopher
;
Barrett, Christopher B.
- In:
Review of quantitative finance and accounting
19
(
2002
)
2
,
pp. 111-129
Persistent link: https://www.econbiz.de/10001719971
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