A Modified GARCH Model with Spells of Shocks.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 1, p. 29, doi. 10.1007/s10690-006-9011-z
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2005 AND VI 12 AND IP 1
Results: 5
1
2
Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 1, p. 45, doi. 10.1007/s10690-006-9012-y
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- Publication type:
- Article
3
Bank Exposure to Interest Rate Risks During Financial Liberalization: Evidence from South Korea.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 1, p. 61, doi. 10.1007/s10690-006-9013-x
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- Publication type:
- Article
4
The Determinants of Foreign Currency Hedging–Evidence from Hong Kong Non-Financial Firms.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 1, p. 91, doi. 10.1007/s10690-006-9014-9
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- Publication type:
- Article
5
Intraday Empirical Analysis and Modeling of Diversified World Stock Indices.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 1, p. 1, doi. 10.1007/s10690-006-9010-0
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- Publication type:
- Article