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Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Do, Hung Xuan; Brooks, Robert Darren; Treepongkaruna, … - In: Economics letters 118 (2013) 3, pp. 462-465
Persistent link: https://www.econbiz.de/10010083461
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CHINA'S ECONOMIC GROWTH: WHAT DO WE LEARN FROM MULTIPLE-BREAK UNIT ROOT TESTS?
Li, Xiao-Ming - In: Scottish journal of political economy : the journal of … 52 (2005) 2, pp. 261-281
Persistent link: https://www.econbiz.de/10007641994
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The tail risk of emerging stock markets
Li, Xiao-ming; Rose, Lawrence C. - In: Emerging markets review 10 (2009) 4, pp. 242-256
Persistent link: https://www.econbiz.de/10009869145
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China: Further Evidence on the Evolution of Stock Markets in Transition Economies
Li, Xiao-Ming - In: Scottish journal of political economy : the journal of … 50 (2003) 3, pp. 341
Persistent link: https://www.econbiz.de/10007655125
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The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in China's GDP Data
Li, Xiao-Ming - In: Journal of comparative economics : the journal of the … 28 (2000) 4, pp. 814-827
Persistent link: https://www.econbiz.de/10007673701
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Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Li, Xiao-Ming; Xu, Qing - In: Applied financial economics 18 (2008) 3, pp. 213-228
Persistent link: https://www.econbiz.de/10007895846
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Market integration and extreme co-movements in APEC emerging equity markets
Li, Xiao-Ming; Rose, Lawrence - In: Applied financial economics 18 (2008) 2, pp. 99-114
Persistent link: https://www.econbiz.de/10007895854
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Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Li, Xiao-Ming; Xu, Qing - In: Applied financial economics 18 (2008) 1-3, pp. 213-228
Persistent link: https://www.econbiz.de/10007901009
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Market integration and extreme co-movements in APEC emerging equity markets
Li, Xiao-Ming; Rose, Lawrence - In: Applied financial economics 18 (2008) 1-3, pp. 99-114
Persistent link: https://www.econbiz.de/10007901017
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Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets
Xu, Qing; Li, Xiao-Ming - In: Applied financial economics 19 (2009) 4, pp. 273-290
Persistent link: https://www.econbiz.de/10008174689