Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors

by Liew, Venus Khim-Sen, Chong, Terence Tai-Leung
Published 2005

Are Asian real exchange rates stationary?

by Liew, Venus Khim Sen, Baharumshah, Ahmad Zubaidi, Chong, Terence Tai Leung
Published 2004

The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies

by Liew, Venus Khim Sen, Chong, Terence Tai Leung, Lim, Kian Ping
Published 2003

Are Asian real exchange rates stationary?

by Liew, Venus Khim-Sen, Ahmad Zubaidi, Baharumshah, Chong, Terence Tai-Leung
Published 2004

The stock-bond comovements and cross-market trading

by Li, Mengling, Zheng, Huanhuan, Chong, Terence Tai Leung, Zhang, Yang
Published 2021

Time series test of nonlinear convergence and transitional dynamics

by Chong, Terence Tai-Leung, Hinich, Melvin J., Liew, Venus Khim-Sen, Lim, Kian-Ping
Published 2008