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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
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2
Change point analysis of exchange rates using bootstrapping methods : an application to the Indonesian Rupiah 2000-2008
Hardi, Amirullah Setya
;
Kawai, Ken-ichi
;
Lee, Sangyeol
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 429-444
Persistent link: https://www.econbiz.de/10011524825
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3
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
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4
Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Khemmanant Khamthong
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011801139
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