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~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
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Seung Mo Cho
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International review of economics & finance : IREF
Journal of Asian economics
5
Journal of banking & finance
5
Journal of international financial markets, institutions & money
5
International review of financial analysis
4
Journal of emerging market finance
4
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Asia-Pacific financial markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
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Review of Pacific Basin financial markets and policies
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Review of quantitative finance and accounting
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China finance review international
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Cogent economics & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance a úvěr
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International journal of economic research
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Journal of East Asian economic integration
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Journal of risk and financial management : JRFM
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Montenegrin journal of economics
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Theoretical economics letters
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Working papers / University of Connecticut, Department of Economics
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Annals of economics and finance
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Asia Pacific financial markets
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Asia-Pacific financial markets : integration, innovation and challenges
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Asia-Pacific journal of financial studies
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Asian Journal of Empirical Research
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Asian crisis: a global perspective
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Asian economic journal : journal of the East Asian Economic Association
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Australasian accounting business and finance journal : AABF
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1
The risk spillovers from the Chinese stock market to major East Asian stock markets : a MSGARCH-EVT-copula approach
Yang, Xiao
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 173-186
Persistent link: https://www.econbiz.de/10012385325
Saved in:
2
Valuation of Asian options with default risk under GARCH models
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 27-40
Persistent link: https://www.econbiz.de/10012486762
Saved in:
3
What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach
Lee, Hyunchul
;
Seung Mo Cho
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011754455
Saved in:
4
Modeling the fat tails in Asian stock markets
Kittiakarasakun, Jullavut
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
20
(
2011
)
3
,
pp. 430-440
Persistent link: https://www.econbiz.de/10009304049
Saved in:
5
The hedging effectiveness of constant and time-varying hedge ratios using three pacific basin stock futures
Choudhry, Taufiq
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 371-385
Persistent link: https://www.econbiz.de/10002222885
Saved in:
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