Browsing by Author Penm, Jammie H C
Showing results 5 to 12 of 12
On the consistency and measurability of credit ratings and new-issue spreads for corporate bonds in Taiwan
Author(s) | Tsai, WeiPen; Pan, Juin-Lin; Penm, Jammie H C |
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Type | Book chapter |
Date Published | 2005 |
Date Created | - |
Revisit of the volume versus GARCH effects: evidence from US stock markets
Author(s) | Penm, Jammie H C; Wong, Wing-Keung |
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Type | Book chapter |
Date Published | 2005 |
Date Created | - |
Selecting the forgetting factor in subset autoregressive modelling
Author(s) | Brailsford, Timothy J; Penm, Jammie H C |
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Type | Journal article |
Date Published | 2002 |
Date Created | - |
The Relationship Between Stock Markets of Major Developed Countries and Asian Emerging Markets
Author(s) | Wong, Wing-Keung; Penm, Jammie H C; Terrell, Richard, et al |
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Type | Journal article |
Date Published | 2004 |
Date Created | - |
The Sequential Estimation of Subset VAR with Forgetting Factor and Intercept Variable
Author(s) | O'Neill, Terence; Penm, Jammie H C; Terrell, Richard |
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Type | Journal article |
Date Published | 2004 |
Date Created | - |
The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor
Author(s) | Brailsford, Timothy John; Hyung, Namwon; Penm, Jammie H C, et al |
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Type | Journal article |
Date Published | 2004 |
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 | - |
VECM modeling with exogenous variables and metal price formation in panel data using the example of aluminium
Author(s) | Agarwal, Aman; Penm, Jammie H C; Terrell, Richard |
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Type | Journal article |
Date Published | 2003 |
Date Created | - |
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