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Special Issue on Asset Price Dynamics and Risk Management

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  • Yin-Wong Cheung

    (University of California Santa Cruz, U.S.A)

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  • Yin-Wong Cheung, 2000. "Special Issue on Asset Price Dynamics and Risk Management," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 155-157, September.
    • Handle: RePEc:mfj:journl:v:4:y:2000:i:3-4:p:155-157
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    References listed on IDEAS

    as
    1. W.C Lo & W.S. Chan, 2000. "Diagnosing Shocks in Stock Market Returns of Greater China," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 269-288, September.
    2. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000. "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 159-179, September.
    3. Hailiang Yang, 2000. "An Integrated Risk Management Method: VaR Approach," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 201-219, September.
    Full references (including those not matched with items on IDEAS)

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