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On robust estimation of threshold autoregressions
Chan, Wai-Sum - In: Journal of forecasting 13 (1994) 1, pp. 37-49
Persistent link: https://www.econbiz.de/10001154804
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Price-volume relation in stocks : a multiple time series analysis on the Singapore market
Chan, Wai-Sum - In: Asia Pacific journal of management : APJM ; a … 10 (1993) 1, pp. 39-56
Persistent link: https://www.econbiz.de/10001148864
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Cross-return predictability in Pacific Basin stock markets
Chan, Wai-Sum - In: Asia Pacific journal of management : APJM ; a … 11 (1994) 2, pp. 289-303
Persistent link: https://www.econbiz.de/10001174918
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Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
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Teaching the concept of breakdown point in simple linear regression
Chan, Wai-Sum - 2007
Persistent link: https://www.econbiz.de/10003540664
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A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum; Cheung, Siu-hung; Chow, Wai Kit; Zhang, … - In: Journal of forecasting 34 (2015) 6, pp. 441-454
Persistent link: https://www.econbiz.de/10011342703