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Estimation
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1
Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang
;
Li, Steven
- In:
Pacific-Basin finance journal
24
(
2013
),
pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
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2
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
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3
Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang
;
Li, Steven
- In:
Studies in economics and finance
32
(
2015
)
1
,
pp. 128-154
Persistent link: https://www.econbiz.de/10011380764
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4
A review of Phillips-type right-tailed unit root bubble detection tests
Hu, Yang
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 141-158
Persistent link: https://www.econbiz.de/10014287809
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5
Cointegration, causality and Wagner's law : a test for Britain 1870 - 1913
Oxley, Les
- In:
Scottish journal of political economy : the journal of …
41
(
1994
)
3
,
pp. 286-298
Persistent link: https://www.econbiz.de/10001165103
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6
Measuring New Zealand's GDP 1865 - 1933 : a cointegration-based approach
Greasley, David
;
Oxley, Les
- In:
The review of income and wealth : journal of the …
46
(
2000
)
3
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001533613
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7
Shock persistence and structural change
Greasley, David
- In:
The economic record : er
73
(
1997
)
223
,
pp. 348-362
Persistent link: https://www.econbiz.de/10001241613
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8
Causality and the first industrial revolution
Greasley, David
- In:
Industrial and corporate change
7
(
1998
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10001245895
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9
Surveys in economic growth : theory and empirics
George, Donald A. R.
(
contributor
);
Oxley, Les
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001783735
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10
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009765832
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