HKIMR - with the assistance of Prof. W.K. Li (University of Hong Kong)
Workshop on Financial Econometrics
13 December 2002 (Friday)
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Subordinated Binomial Tree
by Jack Chang
(The University of Hong Kong)
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The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market
by Olan Henry
(The University of Melbourne)
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An Empirical Comparison of Moving Average Envelopes and Bollinger Bands
by Terence Chong
(The Chinese University of Hong Kong)
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Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH
by CY Sin
(Hong Kong Baptist University)
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A Generalization of Double-Exponential Jump Diffusion Models
by Boris Choy
(The University of Hong Kong)
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Testing for Bubbles in the Hong Kong Stock Market
by Ip-wing Yu
(Hong Kong Monetary Authority)
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