Author Search Results

1

Garch diagnosis with portmanteau bicorrelation test an application on the Malaysia’s stock market

Garch diagnosis with portmanteau bicorrelation test an application on the Malaysia’s stock market

by Liew, Khim Sen, Hinich, M.J., Lim, K.P.
Published 2003

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Working Paper

2

Statistical Inadequacy of GARCH Models for Asian Stock Markets: Evidence and Implications

Statistical Inadequacy of GARCH Models for Asian Stock Markets: Evidence and Implications

by Lim, Kian-Ping, Hinich, M.J., Liew, Venus Khim-Sen
Published 2005

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E-Article

3

Episodic Non-Linearity And Non-Stationarity In Asean Exchange Rates Returns Series

Episodic Non-Linearity And Non-Stationarity In Asean Exchange Rates Returns Series

by Lim, Kian-Ping, Hinich, M.J., Liew, Venus Khim-Sen
Published 2003

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Article