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The Dynamic Interrelationships Between the Greater China Share Markets
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The Dynamic Interrelationships Between the Greater China Share Markets (2002)The Dynamic Interrelationships Between th…Volatility transmission and volatility impulse response functions among the Greater China stock markets (2015)Volatility transmission and v…Co-movements of Shanghai and New York stock prices by time-varying regressions (2011)Co-movements of Shanghai and …Macroeconomics and Reality (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing for a Unit Root in Time Series Regression (1988)An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management (2020)Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1988)Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1990)Who Moves the Asia‐Pacific Stock Markets—US or Japan? Empirical Evidence Based on the Theory of Cointegration (1999)
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  • 2015Volatility transmission and volatility impulse response functions among the Greater China stock markets26 cited
  • 2011Co-movements of Shanghai and New York stock prices by time-varying regressions24 cited

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