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~subject:"Stochastic process"
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Stochastic process
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Lam, Kin
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So, Mike Ka-pui
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Wong, Wing Keung
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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The international journal of finance
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ECONIS (ZBW)
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A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
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A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
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3
Stochastic dominance and investors' behavior towards risk : the Hong Kong stocks and futures markets
Lam, Kin
;
Hooi Hooi Lean
;
Wong, Wing Keung
- In:
The international journal of finance
28
(
2016
)
2
,
pp. 113-135
Persistent link: https://www.econbiz.de/10011732720
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