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Modelling regulatory change V's volume of trading effects in HSIF and HSI volatility

Gannon, Gerard L.; Au-Yeung, Siu Pang - In: Review of Pacific Basin financial markets and policies 11 (2008) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10003679942

Modelling regulatory change V's volume of trade effects in HSIF and HSI volatility : a note

Gannon, Gerard L. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003794141

Structural effects and spillovers in HSIF, HSI and S&P500 volatility

Gannon, Gerard L. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002035594

Structural effects and spillovers in HSIF, HSI and S&P500 volatility

Gannon, Gerard L.; Au-Yeung, Siu Pang - In: Research in international business and finance 18 (2004) 3, pp. 305-317

Persistent link: https://www.econbiz.de/10003396231

Simultaneous volatility transmissions and spillover effects : US and Hong Kong Stock and futures markets

Gannon, Gerard L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002035603

Simultaneous volatility transmissions and spillover effects : US and Hong Kong stock and futures markets

Gannon, Gerard L. - In: International review of financial analysis 14 (2005) 3, pp. 326-336

Persistent link: https://www.econbiz.de/10002960529

Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures

Gannon, Gerard L. - In: International review of financial analysis 7 (1998) 1, pp. 19-36

Persistent link: https://www.econbiz.de/10001252958

Structural simultaneous volatility systems : volatility transmission and spillover effects

Gannon, Gerard L. - 1997

Persistent link: https://www.econbiz.de/10000964264

Simultaneous volatility transmission and spillover effects

Gannon, Gerard L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002035616

Simultaneous Volatility Transmission and Spillover Effects

Gannon, Gerard L. - 2010

Simultaneous volatility models are developed and shown to be separate from multivariate GARCH estimators. An example is provided that allows for simultaneous and unidirectional volatility and volume of trade effects. These effects are tested using intraday data from the Australian cash index and...

Persistent link: https://www.econbiz.de/10013141572