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Martin, Vance
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Lim, Guay C.
3
Martin, Gael M.
3
Fry-McKibbin, Renée
2
Hsiao, Cody Yu-Ling
2
Lye, Jenny N.
2
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2
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1
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1
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1
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News and expected returns in East Asian equity markets : the RV-GARCHM model
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
Journal of Asian economics
57
(
2018
),
pp. 36-52
Persistent link: https://www.econbiz.de/10012102777
Saved in:
2
Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.
;
Martin, Vance
-
1995
Persistent link: https://www.econbiz.de/10000920105
Saved in:
3
A nonlinear characterization of asset price dynamics with an application to the 1987 stock market crash
Lim, Guay C.
;
Martin, Vance
-
1995
Persistent link: https://www.econbiz.de/10000920179
Saved in:
4
Private and public consumption expenditure substitutability : Bayesian estimates for the G7 countries
Martin, Gael M.
-
1997
Persistent link: https://www.econbiz.de/10000969786
Saved in:
5
The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C.
;
Lye, Jenny N.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of international economics
45
(
1998
)
2
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001395805
Saved in:
6
Indirect estimation of ARFIMA and VARFIMA models
Martin, Vance
;
Wilkins, Nigel P.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 149-175
Persistent link: https://www.econbiz.de/10001406647
Saved in:
7
Pricing Australian S&P200 options : a Bayesian approach based on generalized distributional forms
Flynn, David B.
;
Grose, Simone D.
;
Martin, Gael M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001751171
Saved in:
8
Indirect estimation of ARFIMA and VARFIMA models
Martin, Vance
;
Wilkins, Nigel P.
-
1997
Persistent link: https://www.econbiz.de/10000954487
Saved in:
9
A model of the real exchange rate
Creedy, John
- In:
Nonlinear economic models : cross-sectional, times …
,
(pp. 143-159)
.
1997
Persistent link: https://www.econbiz.de/10001302942
Saved in:
10
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
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