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Browsing by Author Ho, Kin-Yip

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Showing results 6 to 18 of 18

Long memory and regime switching: A simulation study on the Markov Regime-Switching ARFIMA model

Author(s)Shi, Yanlin; Ho, Kin-Yip
TypeJournal article
Date Published2015
Date Created-
01_Shi_Modeling_high-frequency_2015.pdf.jpg

Modeling high-frequency volatility with three-state FIGARCH models

Author(s)Shi, Yanlin; Ho, Kin-Yip
TypeJournal article
Date Published2015
Date Created-
02_Ho_Modeling_Information_Linkages_2011.pdf.jpg

Modeling Information Linkages in the Stock and Options Markets

Author(s)Ho, Kin-Yip; Zheng, L; Zhang, Z Y
TypeConference paper
Date Published2011
Date CreatedDecember 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
TypeConference paper
Date Published2011
Date CreatedDecember 12-16 2011

Modeling the fractional integration in volatility between the Greater China financial markets

Author(s)Ho, Kin-Yip; Zhang, Zhaoyong
TypeConference paper
Date Published2011
Date CreatedDecember 12-16 2011

News Sentiment and High-Frequency Volatility Dynamics in the Japanese stock Market

Author(s)Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong
TypeBook chapter
Date Published2014
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)
TypeJournal article
Date Published2016
Date Created-

Stochastic economic models for actuarial use: an example from China

Author(s)Huang, Fei; Butt, Adam; Ho, Kin-Yip
TypeJournal article
Date Published2014
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
TypeJournal article
Date Published2014
Date Created-
01_Ho_Volatility_dynamics_of_the_UK_2009.pdf.jpg

Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach

Author(s)Ho, Kin-Yip; Tsui, A K; Zhang, Zhaoyong
TypeJournal article
Date Published2009
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
TypeJournal article
Date Published2009
Date Created-

Volume, volatility and information linkages in the stock and option markets

Author(s)Ho, Kin-Yip; Zheng, L; Zhang, Zhaoyong
TypeJournal article
Date Published2012
Date Created-

What drives the Time-Varying Performance of Japanese Mutual Fund?

Author(s)Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong
TypeBook chapter
Date Published2014
Date Created-

Updated:  12 April 2016/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator