Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Chingnun, Lee"'
Publikováno v:
In International Review of Financial Analysis January 2025 97
Publikováno v:
Economic Analysis and Policy. 76:643-666
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b931ed66136128df798757a7aaea64d6
https://doi.org/10.1016/j.eap.2022.09.008
https://doi.org/10.1016/j.eap.2022.09.008
Publikováno v:
Applied Economics Letters. :1-6
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2d525e192c4e08a79443bd991f710af2
https://doi.org/10.1080/13504851.2022.2094877
https://doi.org/10.1080/13504851.2022.2094877
Publikováno v:
Journal of Time Series Analysis. 42:406-430
Classical threshold models assume that threshold values are constant and stable, which appears overly restrictive and unrealistic. In this article, we extend Hansen's (2000) constant threshold regression model by allowing for a time‐varying thresho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::06cb89795a47c69428f445610fff907b
https://doi.org/10.1111/jtsa.12574
https://doi.org/10.1111/jtsa.12574
Autor:
Chingnun Lee, Kuang-Liang Chang
Publikováno v:
International Review of Economics & Finance. 69:374-388
This article develops a multichain Markov switching dynamic conditional correlation ARCH model with idiosyncratic jump dynamics to investigate whether the state of the crude oil futures market can asymmetrically affect the state of the crude oil spot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58afaf4e9d8b8e3ce513ce3119f9ecfe
https://doi.org/10.1016/j.iref.2020.06.028
https://doi.org/10.1016/j.iref.2020.06.028
Publikováno v:
Economics Letters. 159:128-133
We derive the null asymptotic distribution of the standard Dickey–Fuller test with the existence of an unnoticed Fourier component. The so-called converse Perron phenomenon might occur, but only in the trend-case with a low-frequency Fourier compon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ca3a4adef0401ab0cc48224c0d81e8e
https://doi.org/10.1016/j.econlet.2017.07.016
https://doi.org/10.1016/j.econlet.2017.07.016
Publikováno v:
Oxford Bulletin of Economics and Statistics. 78:365-393
This paper proposes a new simple panel unit-root test by extending the cross-sectionally augmented panel unit-root test (CIPS) developed by Pesaran et al. (2013) to allow for smoothing structural changes in deterministic terms, approximated by a Four
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::244c38723b7f1c4fc0dfcebe27f02352
https://doi.org/10.1111/obes.12109
https://doi.org/10.1111/obes.12109
Publikováno v:
Journal of Asia-Pacific Business. 16:92-104
The term MIST has been coined to describe the next tier of large emerging economies, namely Mexico, Indonesia, South Korea, and Turkey. This article reexamined whether the properties of mean reversion for stock prices held for the MIST emerging stock
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::24af3ffcbb6691b27454978b1c04496f
https://doi.org/10.1080/10599231.2015.1028303
https://doi.org/10.1080/10599231.2015.1028303
Publikováno v:
Pacific-Basin Finance Journal. 26:198-226
The cointegration test cannot discriminate closer relationships from cointegrating relationships. In most applications, we must assess the degrees of cointegrating relationships, for example, to examine the comovement between international stock mark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::196ba7c1ec4ab34bdade85ed30db787a
https://doi.org/10.1016/j.pacfin.2013.12.007
https://doi.org/10.1016/j.pacfin.2013.12.007
Tensile behaviors of amorphous-ZrCu/nanocrystalline-Cu multilayered thin film on polyimide substrate
Publikováno v:
Thin Solid Films. 529:177-180
The tensile behaviors of the monolithic ZrCu thin film metallic glass, monolithic crystalline Cu thin film, and the ZrCu/Cu multilayered thin films with various individual layered thicknesses deposited on the polyimide foil have been investigated. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f88afa4a8fa5c16a42577a82338779a
https://doi.org/10.1016/j.tsf.2012.02.019
https://doi.org/10.1016/j.tsf.2012.02.019