Browsing by Keyword GARCH

Showing results 1 to 3 of 3
DateTitleAuthor(s)
2006The asymptotic convexity of the negative likelihood function of GARCH modelsIp, WC; Wong, H ; Pan, JZ; Li, DF
Nov-2011The dynamics between freight volatility and fleet size growth in dry bulk shipping marketsXu, JJ; Yip, TL ; Marlow, PB
2013Investor sentiment and risk appetite of real estate security marketHui, ECM ; Zheng, X; Wang, H