search query: @author Hwang, S. / total: 4
references: 1-4 / 4
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1.
Small sample properties of GARCH estimates and persistence
European Journal of Finance
2006 : SEP/OCT, VOL. 12:6-7, p. 473-494
 2006 Hwang, S.
Pereira, P.L.V.
2.
Using Bayesian variable selection methods to choose style factors in global stock return models
Journal of Banking and Finance
2002 : DEC, VOL. 26:12, p. 2301-2326
 2002 Hall, A. D.
Hwang, S.
Satchell, S. E.
3.
Tracking error: ex ante versus ex post measures
Journal of asset management
2001 : DEC, VOL. 2:3, p. 241-246
 2001 Satchell, S. E.
Hwang, S.
4.
Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Journal of Banking and Finance
2000 : MAY, VOL. 24:5, p. 759-785
 2000 Hwang, S.
Satchell, S.E.
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