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Chung, Huimin
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Wu, Soushan
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Lin, William T.
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Liu, Mei-ying
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Wang, Shen
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Journal of emerging markets
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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An analysis of long memory in volatility for Asian stock markets
Chung, Huimin
;
Lin, William T.
;
Wu, Soushan
- In:
Review of Pacific Basin financial markets and policies
3
(
2000
)
3
,
pp. 309-330
Persistent link: https://www.econbiz.de/10001535912
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2
Stress testing for Asian stock markets - an application of extreme value theory
Wang, Shen
;
Liu, Mei-ying
;
Chung, Huimin
;
Wu, Soushan
- In:
Journal of emerging markets
6
(
2001
)
3
,
pp. 16-26
Persistent link: https://www.econbiz.de/10001710745
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