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A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen; Tsui, Albert K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
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Volatility and correlation dynamics of the mainland Chinese and Hong Kong stock markets : evidence from the A-, B-, hand- and red chip markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The journal of wealth management 17 (2014/15) 2, pp. 55-67
Persistent link: https://www.econbiz.de/10010401008
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It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: Scottish journal of political economy : the journal of … 63 (2016) 1, pp. 41-65
Persistent link: https://www.econbiz.de/10011454981
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Dynamic linkages among financial markets in the Greater China region : a multivariate asymmetric approach
Ho, Kin-Yip; Zhang, Zhaoyong - In: The world economy : the leading journal on … 35 (2012) 4, pp. 500-523
Persistent link: https://www.econbiz.de/10009533582