Items where Author is "Hinich, M.J."

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Working Paper
Number of items: 3.

Article

Lim, Kian-Ping and Hinich, M.J. and Liew, Venus Khim-Sen (2005) Statistical Inadequacy of GARCH Models for Asian Stock Markets: Evidence and Implications. Journal Of Emerging Market Finance, 4 (3). pp. 1-17. ISSN 09726527

Lim, Kian-Ping and Hinich, M.J. and Liew, Venus Khim-Sen (2003) Episodic Non-Linearity And Non-Stationarity In Asean Exchange Rates Returns Series. Labuan Bulletin of International Business & Finance, 1 (2). pp. 79-93. ISSN 1675-7262

Working Paper

Liew, Khim Sen and Hinich, M.J. and Lim, K.P. (2003) Garch diagnosis with portmanteau bicorrelation test an application on the Malaysia’s stock market. [Working Paper] (Unpublished)

This list was generated on Mon Oct 14 12:22:30 2024 +08.
UNIMAS Institutional Repository is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.