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Volatility switching and regime interdependence between information technology stocks 1995-2005. (2008). Wong, Wing-Keung ; Smyth, Russell ; Qiao, Zhuo.
In: Global Finance Journal.
RePEc:eee:glofin:v:19:y:2008:i:2:p:139-156.

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  1. .

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  2. Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Tuong, Hoa Anh ; Tinh, Tran Trung ; Hau, Nguyen Huu.
    In: International Association of Decision Sciences.
    RePEc:ahq:wpaper:v:24:y:2020:i:1:p:28-69.

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  3. Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Hau, Nguyen Huu ; Tuong, Hoa Anh ; Tinh, Tran Trung.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:24:y:2020:i:1:p:28-69.

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  4. MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

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  5. Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161.

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  6. Big data, computational science, economics, finance, marketing, management, and psychology: connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1805.

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  7. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180024.

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  8. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180011.

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  9. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:112499.

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  10. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:105878.

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  11. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:104260.

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  12. DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:22:y:2018:i:1:p:36-94.

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  13. Performance appraisals of ICT companies in the Tehran stock market: contradiction with the global trend. (2016). Rad, Mona Rashidi ; Taheriattar, Ghazaleh ; Anvari, Ali Asghar ; Khorasani, Amir ; Ghazinoory, Sepehr.
    In: Economic Research-Ekonomska Istraživanja.
    RePEc:taf:reroxx:v:29:y:2016:i:1:p:529-544.

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  14. Responses of international stock markets to oil price surges: a regime-switching perspective. (2015). Nguyen, Duc Khuong ; Jammazi, Rania.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:41:p:4408-4422.

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  15. Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). Nguyen, Duc Khuong ; Jammazi, Rania.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-80.

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  16. Evaluation of the profitability of companies financed by venture capital (CVC) listed on the French market. (2014). Moschetto, Bruno-Laurent ; Khalfallah, Moez .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-085.

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  17. Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-080.

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  18. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2013). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130036.

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  19. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2012). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1209.

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  20. A Markov regime switching model of crises and contagion: The case of the Iberian countries in the EMS. (2012). Nunes, Luis ; Lopes, Jose Mario .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:4:p:1141-1153.

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  21. Granger causal relations among Greater China stock markets: a nonlinear perspective. (2011). Lam, Keith ; Qiao, Zhuo.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:19:p:1437-1450.

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  22. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2010). Wong, Wing-Keung ; McAleer, Michael ; Bian, G..
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:21722.

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  23. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2010). Wong, Wing-Keung ; McAleer, Michael ; Bian, G..
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:21112.

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  24. Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns. (2010). JAMMAZI, RANIA ; Aloui, Chaker.
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:3:p:1415-1435.

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  44. Positive feedback trading in stock index futures: International evidence. (2010). Salm, Christian A. ; Schuppli, Michael .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:5:p:313-322.

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  45. Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data. (2009). Yu, Hai-Chin ; Chiang, Thomas C. ; Wu, Ming-Chya .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:8:p:1555-1570.

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  46. Financial liberalization and changes in the dynamic behaviour of emerging market volatility: Evidence from four Latin American equity markets. (2008). Diamandis, Panayiotis F..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:3:p:362-377.

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  47. The speed of adjustment to information: Evidence from the Chinese stock market. (2008). Chiang, Thomas ; Nelling, Edward ; Tan, Lin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:17:y:2008:i:2:p:216-229.

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  48. Volatility switching and regime interdependence between information technology stocks 1995-2005. (2008). Wong, Wing-Keung ; Smyth, Russell ; Qiao, Zhuo.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:19:y:2008:i:2:p:139-156.

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  49. Asymmetric Return and Volatility Responses to Composite News from Stock Markets. (2007). Chen, Cathy W. S. ; Chiang, Thomas C. ; Mike K. P. So, ; Mike K. P. So, ; Cathy W. S. Chen, ; Cathy W. S. Chen, .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:11:y:2007:i:3-4:p:179-210.

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  50. Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:7:p:1206-1228.

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