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Early Warning of American Stock Market Crises Based on Volatility Model Conference paper
Zhu, Simu. Early Warning of American Stock Market Crises Based on Volatility Model[C], 2022, 486-492.
Authors:  Zhu, Simu
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date：2022/05/17
Arma-garch Model  Early Warning Of Crises  Value At Risk  Volatility Clustering Effect  
Examining the Impact of the U.S. IT Stock Market on Other IT Stock Markets Book chapter
出自: Handbook of Quantitative Finance and Risk Management, Boston, MA:Springer, Boston, MA, 2010, 页码:1283-1291
Authors:  Zhuo Qiao;  Venus Khim-Sen;  Wing-Keung Wong
Favorite | TC[Scopus]:0 | Submit date：2019/11/01
Information Technology  Spillover Effect  Multivariate Garch (mGarch)  Conditional Correlation  It Bubble  Stock Market  Integration  Volatility  
Revisiting Volume vs. GARCH Effects Using Univariate and Bivariate GARCH Models: Evidence from U.S. Stock Markets Book chapter
出自: Handbook of Quantitative Finance and Risk Management:Springer, Boston, MA, 2010, 页码:1173-1181
Authors:  Zhuo Qiao;  Wing-Keung Wong
Favorite | TC[Scopus]:0 | Submit date：2019/11/01
Volatility  Garch Effect  Volume Effect  Turnover  Information Flow  Multivariate Garch  Mixture Of Distributions Hypothesis