Browsing by Author Penm, Jack HW
Showing results 46 to 65 of 66
Revisit of the volume versus GARCH effects by Univariate and Bivariate GARCH models: Evidence from US Stock Markets
Author(s) | Wong, Wing-Keung; Penm, Jack HW; Qiao, Zhuo |
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Type | Journal article |
Date Published | 2006 |
Date Created | - |
Risk-based capital adequancy in assessing on insolvency-risk and financial performances in Taiwans banking industry
Author(s) | Lin, Shu-Ling (Sherry); Penm, Jack HW; Gong, Shang-Chi, et al |
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Type | Journal article |
Date Published | 2005 |
Date Created | - |
Sparse patterned moving-average modelling and its applications in both direct and indirect granger-causality
Author(s) | Penm, Jack HW; Terrell, Richard |
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Type | Book chapter |
Date Published | 2009 |
Date Created | - |
Sparse-Patterned Wavelet Neural Networks and Their Applications to Stock Market Forecasting
Author(s) | Penm, Jack HW; Terrell, Richard |
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Type | Book chapter |
Date Published | 2011 |
Date Created | - |
Specification Approach of a Two-Dimensional Time Series Model for Picture Processing
Author(s) | Penm, Jack HW; Penm, Jonathan |
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Type | Book chapter |
Date Published | 2008 |
Date Created | - |
Stabilistation of the World Oil Price using Financial Instruments
Author(s) | Penm, Jack HW |
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Type | Book chapter |
Date Published | 2005 |
Date Created | - |
Structural breaks and long memory in US inflation rates: Do they matter for forecasting?
Author(s) | Hyung, Namwon; Franses, Philip Hans; Penm, Jack HW |
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Type | Journal article |
Date Published | 2006 |
Date Created | - |
Subset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations
Author(s) | Penm, Jack HW; Terrell, Richard |
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Type | Book chapter |
Date Published | 2009 |
Date Created | - |
Testing PPP by means of ZNZ patterned VECM
Author(s) | Brailsford, Timothy John; Penm, Jack HW; Terrell, Richard |
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Type | Journal article |
Date Published | 2008 |
Date Created | - |
The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Author(s) | Penm, Jack HW; Terrell, Richard; Brailsford, Timothy John |
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Type | Journal article |
Date Published | 2006 |
Date Created | - |
The Firm Merger Activity and Cost Efficiency-An Empirical Analysis of Taiwans Bank Industry
Author(s) | Liang, Jung-Hui; Liao, Chang-Sheng; Penm, Jack HW |
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Type | Book chapter |
Date Published | 2005 |
Date Created | - |
The Price Elasticity of the EURO to Movements in Foreign Reserves through Eurpoean Central Bank Intervention
Author(s) | Brailsford, Timothy John; Penm, Jack HW |
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Type | Journal article |
Date Published | 2004 |
Date Created | - |
The project Evaluation of Bio-Tech Firms' Venture Capital Case: A Real Option Approach
Author(s) | Lin, S Ling; Penm, Jack HW |
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Type | Book chapter |
Date Published | 2007 |
Date Created | - |
The Recursive Fitting of Multivariate Complex Subset ARX Models
Author(s) | Penm, Jack HW |
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Type | Journal article |
Date Published | 2007 |
Date Created | - |
The Relationship and Causality Testing between Diversification, Risk and Financial Performance: Empirical Examiniation in Taiwan's Banking Industry
Author(s) | Lin, Shu-Ling (Sherry); Wu, Soushan; Penm, Jack HW, et al |
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Type | Journal article |
Date Published | 2005 |
Date Created | - |
The role of higher oil prices: A case of major developed countries
Author(s) | O'Neill, Terence; Penm, Jack HW; Terrell, Richard |
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Type | Book chapter |
Date Published | 2008 |
Date Created | - |
The role of housing activity:a case of major developed countries
Author(s) | O'Neill, Terence; Penm, Jack HW; Terrell, Richard |
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Type | Journal article |
Date Published | 2008 |
Date Created | - |
The Use of Support Vector Machines in Ratings of Financial Debt Issuers from an Actuarial Perspective
Author(s) | O'Neill, Terence; Penm, Jack HW |
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Type | Book chapter |
Date Published | 2006 |
Date Created | - |
Using a Zero-Non-Zero Patterned Error-Correction Model to Examine the Process of Price Formation in Metals Markets
Author(s) | Penm, Jack HW; Penm, Jammie H C; Terrell, Richard |
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Type | Journal article |
Date Published | 2001 |
Date Created | - |
Using Zero-non-Zero Patterned Vector Autoregressive Modelling to Test for Causality between Money Supply, GDP Growth, The London Stock Market Index and the Euro Exchange Rate
Author(s) | Lin, Edward J Y; Penm, Jack HW; Terrell, Richard, et al |
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Type | Journal article |
Date Published | 2003 |
Date Created | - |
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