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ECONIS (ZBW)
OLC EcoSci
74
RePEc
27
Other ZBW resources
5
BASE
3
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1
Adding risks : some general results about time diversification
Lam, Kin
;
Zou, Liang
-
2000
Persistent link: https://www.econbiz.de/10001503283
Saved in:
2
Forecasting for the generation of trading signals in financial markets
Lam, Kin
;
Lam, King Chung
- In:
Journal of forecasting
19
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001441478
Saved in:
3
Intraday price reversals for index futures in the US and Hong Kong
Fung, Alexander Kwok-Wah
;
Mok, Debby M. Y.
;
Lam, Kin
- In:
Journal of banking & finance
24
(
2000
)
7
,
pp. 1179-1201
Persistent link: https://www.econbiz.de/10001483888
Saved in:
4
A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
Saved in:
5
Intraday and interday volatility patterns in HSIF contracts
Choi, Daniel F. S.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 93-115
Persistent link: https://www.econbiz.de/10001250674
Saved in:
6
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung
- In:
Journal of the Royal Statistical Society
44
(
1995
)
3
,
pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
Saved in:
7
Forecasting exchange rate volatility using autoregressive random variance model
So, Mike Ka-pui
;
Lam, Kin
;
Li, Wai Keung
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 583-591
Persistent link: https://www.econbiz.de/10001525271
Saved in:
8
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
9
Family groupings on performance of portfolio selection in the Hong Kong stock market
Lam, Kin
- In:
Journal of banking & finance
18
(
1994
)
4
,
pp. 725-742
Persistent link: https://www.econbiz.de/10001170167
Saved in:
10
An empirical test of the variance gamma option pricing model
Lam, Kin
;
Chang, Eric Chieh
;
Lee, M. C.
- In:
Pacific-Basin finance journal
10
(
2002
)
3
,
pp. 267-285
Persistent link: https://www.econbiz.de/10001705578
Saved in:
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