Narrow search
Showing 1 - 4 of 4
Cover Image
Impulse Response Function for Conditional Volatility in GARCH Models
Lin, Wen-Ling - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10008220223
Cover Image
PRICE VOLATILITY AND VOLUME SPILLOVERS BETWEEN THE TOKYO AND NEW YORK STOCK MARKETS
Ito, Takatoshi; Lin, Wen-Ling - 1993
Persistent link: https://www.econbiz.de/10007015487
Cover Image
Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility
Lin, Wen-Ling; Engle, Robert F.; Ito, Takatoshi - In: The review of financial studies 7 (1994) 3, pp. 507-538
Persistent link: https://www.econbiz.de/10007089869
Cover Image
Race to the center: competition for the Nikkei 225 futures trade
Ito, Takatoshi; Lin, Wen-Ling - In: Journal of empirical finance 8 (2001) 3, pp. 219-242
Persistent link: https://www.econbiz.de/10007239582