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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  
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market Journal article
Zhuo Qiao, Thomas C. Chiang, Wing-Keung Wong. Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market[J]. Journal of International Financial Markets, Institutions and Money, 2007, 18(5), 425-437.
Authors:  Zhuo Qiao;  Thomas C. Chiang;  Wing-Keung Wong
Favorite | TC[Scopus]:44  IF:5.4/5.3 | Submit date：2019/11/01
Stock Market Segmentation  Fivecm  Multivariate Garch  Cointegration