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An Empirical Study of Cointegration and Causality in the Asia-Pacific Stock Markets · Study

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PreprintAn Empirical Study of Cointegration and Causality in the Asia-Pacific Stock Markets

Wenzhong Fan2003

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Preprintgreen2003

An Empirical Study of Cointegration and Causality in the Asia-Pacific Stock Markets

17 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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2008Evaluating the Forecast Accuracy of Emerging Market Stock Returns

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Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations17

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.360160

openalex_workW100373009

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