Similar books

Books Like Stock market volatility and fractional integration

If you liked Stock market volatility and fractional integration by Yin-Wong Cheung

If you liked Stock market volatility and fractional integration by Yin-Wong Cheung, start with A search for long memory in international stock market returns (1995), Asia and China in the global economy (2011), and International Currency Exposure (2017). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Stock market volatility and fractional integration · Yin-Wong Cheung books in order

Recommended next reads

  1. 1 A search for long memory in international stock market returns 1995 · 34 pages · Yin-Wong Cheung · Same author
  2. 2 Asia and China in the global economy 2011 · 414 pages · Yin-Wong Cheung, Guonan Ma · Same author
  3. 3 International Currency Exposure 2017 · 328 pages · Yin-Wong Cheung, Agustin Benetrix, Philip R. Lane · Same author
  4. 4 China and Asia 2008 · 302 pages · Yin-Wong Cheung · Same author
  5. 5 Common predictable components in regional stock markets 1995 · 44 pages · Yin-Wong Cheung · Same author
  6. 6 How do UK-based foreign exchange dealers think their market operates? 2000 · 31 pages · Yin-Wong Cheung · Same author
  7. 7 Are macroeconomic forecasts informative? 1999 · 25 pages · Yin-Wong Cheung · Same author
  8. 8 Market structure and the persistence of sectoral real exchange rates 1999 · 44 pages · Yin-Wong Cheung · Same author
  9. 9 Deterministic, stockhastic [sic], and segmented trends in aggregate output 1995 · 45 pages · Yin-Wong Cheung · Same author
  10. 10 On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean 1993 · Yin-Wong Cheung · Same author
  11. 11 A causality-in-variance test and its application to financial market prices 1994 · 42 pages · Yin-Wong Cheung · Same author
  12. 12 The performance of trading rules on four Asian currency exchange rates 1996 · 40 pages · Yin-Wong Cheung · Same author

Frequently asked questions

What should I read after Stock market volatility and fractional integration?

BookOrb recommends A search for long memory in international stock market returns (1995), Asia and China in the global economy (2011), International Currency Exposure (2017), China and Asia (2008), and Common predictable components in regional stock markets (1995).

Are there books like Stock market volatility and fractional integration?

Yes. The list on this page is ranked from the closest matches BookOrb has for Stock market volatility and fractional integration.

Who wrote Stock market volatility and fractional integration?

Stock market volatility and fractional integration is by Yin-Wong Cheung.