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Browsing by Author Shi, Yanlin

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Showing results 4 to 10 of 10

How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches

Author(s)Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong
TypeJournal article
Date Published2013
Date Created-

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-

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-

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-

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-

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