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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
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 [Working Paper] (Unpublished)