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ECONIS (ZBW)
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1
Inference of jumps using wavelet variance
Chen, Heng
;
Shintani, Mototsugu
-
2021
Persistent link: https://www.econbiz.de/10012813628
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2
A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin
;
Liu, Taisheng
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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3
The magnitude effect in the over-and under-correction in international markets
Lam, Kin
;
Liu, Taisheng
;
Wong, Wing Keung
- In:
The international journal of finance
20
(
2008
)
3
,
pp. 4833-4862
Persistent link: https://www.econbiz.de/10009130414
Saved in:
4
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009767005
Saved in:
5
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
Saved in:
6
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009754991
Saved in:
7
New evidence on the relation between return volatility and trading volume
Chiang, Thomas C.
;
Qiao, Zhuo
;
Wong, Wing Keung
- In:
Journal of forecasting
29
(
2010
)
5
,
pp. 502-515
Persistent link: https://www.econbiz.de/10008934874
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8
Examining stock volatility in the segmented Chinese stock markets : a SWARCH approach
Qiao, Zhuo
;
Qiao, Weiwei
;
Wong, Wing Keung
- In:
Global economic review
39
(
2010
)
3
,
pp. 225-246
Persistent link: https://www.econbiz.de/10008936717
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9
The modified mixture of distributions model : a revisit
Fong, Wai-mun
;
Wong, Wing Keung
- In:
Annals of finance
2
(
2006
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10003282228
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10
Revisit of the volume versus GARCH effects by univariate and bivariate GARCH models : evidence from US stock markets
Wong, Wing Keung
;
Penm, Jack H. W.
;
Qiao, Zhuo
- In:
International economics & finance journal : (IEFJ)
1
(
2006
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003791143
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