Browsing by Author Zhang, Zhaoyong
Showing results 1 to 10 of 10
A Regime-Switching Analysis of Asian Bank Stocks
Author(s) | Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong |
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Type | Book chapter |
Date Published | 2014 |
Date Created | - |
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 | - |
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 | - |
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 | - |
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 | - |
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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