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HKIMR - with the assistance of Prof. W.K. Li (University of Hong Kong)

Workshop on Financial Econometrics

13 December 2002 (Friday)



Subordinated Binomial Tree
by Jack Chang
(The University of Hong Kong)

con_paper_0_70_1_chang_subordinated_binomial_tree.pdf
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market
by Olan Henry
(The University of Melbourne)

con_paper_0_71_2_henry_paper.pdf
An Empirical Comparison of Moving Average Envelopes and Bollinger Bands
by Terence Chong
(The Chinese University of Hong Kong)

con_paper_0_72_3_chong_bollinger1.pdf
Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH
by CY Sin
(Hong Kong Baptist University)

con_paper_0_73_4_sin_lingw.pdf
A Generalization of Double-Exponential Jump Diffusion Models
by Boris Choy
(The University of Hong Kong)

con_paper_0_74_5_choy_abstract.pdf
Testing for Bubbles in the Hong Kong Stock Market
by Ip-wing Yu
(Hong Kong Monetary Authority)

con_paper_0_75_6_yu_bubble.pdf


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