Browsing by Author Yang, Ming Jing

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Issue DateTitleAuthor(s)Citation
2006The asymmetric reactions of mean and volatility of stock returns to domestic and international information based on a four-regime double-threshold GARCH modelChen, Cathy; Gerlach, Richard; Lo, H. Jim; Yang, Ming Jing; Operations Management and EconometricsThe asymmetric reactions of mean and volatility of stock returns to domestic and international information based on a four-regime double-threshold GARCH model, Physica A-Statistical Mechanics And Its Applications, vol.366,(N/A),2006,pp 401-418