Browsing by Author Ho, Kin-Yip
Showing results 3 to 18 of 18
Dynamic Linkages Among Financial Markets in the Greater China Region: A Multivariate Asymmetric Approach
Author(s) | Ho, Kin-Yip; Zhang, Zhaoyong |
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Type | Journal article |
Date Published | 2012 |
Date Created | - |
Foreign Exchange Volatility, Media Coverage, and the Mixture of Distributions Hypothesis: Evidence from the Chinese Renminbi Currency
Author(s) | Shi, Yanlin; Ho, Kin-Yip; Liu, Wai-Man (Raymond) |
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Type | Conference paper |
Date Published | 2011 |
Date Created | December 12-16 2011 |
How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches
Author(s) | Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong |
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Type | Journal article |
Date Published | 2013 |
Date Created | - |
Long memory and regime switching: A simulation study on the Markov Regime-Switching ARFIMA model
Author(s) | Shi, Yanlin; Ho, Kin-Yip |
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Type | Journal article |
Date Published | 2015 |
Date Created | - |
Modeling high-frequency volatility with three-state FIGARCH models
Author(s) | Shi, Yanlin; Ho, Kin-Yip |
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Type | Journal article |
Date Published | 2015 |
Date Created | - |
Modeling Information Linkages in the Stock and Options Markets
Author(s) | Ho, Kin-Yip; Zheng, L; Zhang, Z Y |
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Type | Conference paper |
Date Published | 2011 |
Date Created | December 12-16 2011 |
Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach
Author(s) | Ho, Kin-Yip; Tsui, A K; Zhang, Zhaoyong |
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Type | Conference paper |
Date Published | 2011 |
Date Created | December 12-16 2011 |
Modeling the fractional integration in volatility between the Greater China financial markets
Author(s) | Ho, Kin-Yip; Zhang, Zhaoyong |
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Type | Conference paper |
Date Published | 2011 |
Date Created | December 12-16 2011 |
News Sentiment and High-Frequency Volatility Dynamics in the Japanese stock Market
Author(s) | Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong |
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Type | Book chapter |
Date Published | 2014 |
Date Created | - |
Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach
Author(s) | Shi, Yanlin; Ho, Kin-Yip; Liu, Wai-Man (Raymond) |
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Type | Journal article |
Date Published | 2016 |
Date Created | - |
Stochastic economic models for actuarial use: an example from China
Author(s) | Huang, Fei; Butt, Adam; Ho, Kin-Yip |
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Type | Journal article |
Date Published | 2014 |
Date Created | - |
Volatility and Correlation Dynamics of the Mainland Chinese and Hong Kong Stock Markets: Evidence from the A-, B-, H- and Red Chip Markets
Author(s) | Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong |
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Type | Journal article |
Date Published | 2014 |
Date Created | - |
Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach
Author(s) | Ho, Kin-Yip; Tsui, A K; Zhang, Zhaoyong |
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Type | Journal article |
Date Published | 2009 |
Date Created | - |
Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach
Author(s) | Ho, Kin-Yip; Tsui, A K; Zhang, Z Y |
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Type | Journal article |
Date Published | 2009 |
Date Created | - |
Volume, volatility and information linkages in the stock and option markets
Author(s) | Ho, Kin-Yip; Zheng, L; Zhang, Zhaoyong |
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Type | Journal article |
Date Published | 2012 |
Date Created | - |
What drives the Time-Varying Performance of Japanese Mutual Fund?
Author(s) | Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong |
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Type | Book chapter |
Date Published | 2014 |
Date Created | - |
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