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1
Statistical inadequacy of GARCH models for Asian stock markets : evidence and implications
Lim, Kian-Ping
;
Hinich, Melvin J.
;
Liew, Venus Khim-sen
- In:
Journal of emerging market finance
4
(
2005
)
3
,
pp. 263-279
Persistent link: https://www.econbiz.de/10003255763
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2
Episodic non-linear behabiour of bilateral Malaysian ringgit-US Dollar spot rate
Lim, Kian-Ping
;
Azali, Mohamed
- In:
Journal of international economic review
6
(
2013
)
1
,
pp. 25-48
Persistent link: https://www.econbiz.de/10010223531
Saved in:
3
Episodic non-linear behaviour of bilateral Malaysian Ringgit-US Dollar spot rate
Lim, Kian-Ping
;
Azali, Mohamed
- In:
Journal of world economic review
9
(
2014
)
1
,
pp. 25-48
Persistent link: https://www.econbiz.de/10010490456
Saved in:
4
Episodic non-linear behavior of bilateral Malaysian ringgit-U.S. dollar spot rate
Lim, Kian-Ping
;
Azali, Mohamed
- In:
Global review of business and economic research
16
(
2020
)
1
,
pp. 25-48
Persistent link: https://www.econbiz.de/10012631054
Saved in:
5
Detecting nonlinearity in time series : surrogate and bootstrap approaches
Hinich, Melvin J.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003284297
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6
GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A.
;
Romero-Meza, Rafael
;
Hinich, Melvin J.
- In:
Applied economics
39
(
2007
)
19/21
,
pp. 2529-2533
Persistent link: https://www.econbiz.de/10003608191
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7
A multi-country study of power ARCH models and national stock market returns
Brooks, Robert
(
contributor
)
- In:
Journal of international money and finance
19
(
2000
)
3
,
pp. 377-397
Persistent link: https://www.econbiz.de/10001485273
Saved in:
8
Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.
;
Brooks, Robert
-
1999
Persistent link: https://www.econbiz.de/10001372125
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9
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
Saved in:
10
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
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