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Robust beta estimation : some empirical evidence
Fong, Wai-mun - In: Review of financial economics : RFE 6 (1997) 2, pp. 167-186
Persistent link: https://www.econbiz.de/10001234501
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Joint variance-ratio tests of the martingale hypothesis for exchange rates
Fong, Wai-mun - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001214311
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Modelling the conditional volatility of commodity index futures as a regime switching process
Fong, Wai-mun; See, Kim Hock - In: Journal of applied econometrics 16 (2001) 2, pp. 133-163
Persistent link: https://www.econbiz.de/10001573886
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Basis variations and regime shifts in the oil futures market
Fong, Wai-mun; See, Kim Hock - In: The European journal of finance 9 (2003) 5, pp. 499-513
Persistent link: https://www.econbiz.de/10001885513