20112020

Research output per year

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Research Outputs

  • 32 Article
  • 5 Conference proceeding contribution
  • 4 Chapter
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Conference proceeding contribution
2015

Price discovery and dynamic correlations: The case of the Chinese renminbi markets

Ho, K-Y., Shi, Y. & Zhang, Z., 2015, A new paradigm for international business: proceedings of the Conference on Free Trade Agreements and Regional Integration in East Asia. Djajadikerta, H. G. & Zhang, Z. (eds.). Singapore: Springer, Springer Nature, p. 97-111 15 p. (Springer Proceedings in Business and Economics).

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

Public news flows and Chinese renminbi: A volatility regime-switching analysis

Ho, K-Y., Shi, Y. & Zhang, Z., 2015, A new paradigm for international business: proceedings of the Conference on Free Trade Agreements and Regional Integration in East Asia. Djajadikerta, H. G. & Zhang, Z. (eds.). Singapore: Springer, Springer Nature, p. 113-127 15 p. (Springer Proceedings in Business and Economics).

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

2013

Modelling high-frequency volatility with three-state FIGARCH models

Shi, Y. & Ho, K. Y., 2013, MODSIM2013: 20th International Congress on Modelling and Simulation. Piantadosi, J., Anderssen, R. S. & Boland, J. (eds.). Canberra: Modelling and Simulation Society of Australia and New Zealand, p. 1385-1391 7 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

News sentiment and states of stock return volatility: evidence from long memory and discrete choice models

Shi, Y. & Ho, K. H., 2013, MODSIM2013: 20th International Congress on Modelling and Simulation. Piantadosi, J., Anderssen, R. S. & Boland, J. (eds.). Canberra: Modelling and Simulation Society of Australia and New Zealand, p. 1378-1384 7 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

16 Citations (Scopus)
2011

Foreign exchange volatility, media coverage, and the mixture of distributions hypothesis: Evidence from the Chinese renminbi currency

Shi, Y., Ho, K. Y. & Liu, W. M., 2011, 19th International Congress on Modelling and Simulation: Sustaining our future: understanding and living with uncertainty. Chan, F., Marinova, D. & Anderssen, R. S. (eds.). Modelling and Simulation Society of Australia and New Zealand, p. 1589-1595 7 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

Open Access