Details about Chor-yiu (CY) SIN

Access statistics for papers by Chor-yiu (CY) SIN.

Last updated 2020-06-15. Update your information in the RePEc Author Service.

Short-id: psi490

Working Papers

1999

1. Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (5)

Journal Articles

2015

1. On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
   Stochastic Processes and their Applications, 2015, 125, (2), 482-512 View citations (1)
2. The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong
   International Review of Economics & Finance, 2015, 40, (C), 298-311 View citations (15)

2013

3. Using CARRX models to study factors affecting the volatilities of Asian equity markets
   The North American Journal of Economics and Finance, 2013, 26, (C), 552-564 View citations (5)

2012

4. Model selection for integrated autoregressive processes of infinite order
   Journal of Multivariate Analysis, 2012, 106, (C), 57-71 View citations (1)

2010

5. PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
   Econometric Theory, 2010, 26, (3), 774-803 View citations (2)

2006

6. Top-down, middle-out, and bottom-up processes: A cognitive perspective of teaching and learning economics
   International Review of Economic Education, 2006, 5, (1), 60-72

2004

7. A theoretical framework to evaluate different margin‐setting methodologies
   Journal of Futures Markets, 2004, 24, (2), 117-145 View citations (5)

2001

8. Impacts of FDI liberalization on investment inflows
   Applied Economics Letters, 2001, 8, (4), 253-256 View citations (4)

1997

9. Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models
   Economic Modelling, 1997, 14, (1), 39-60 View citations (17)

1996

10. Information criteria for selecting possibly misspecified parametric models
    Journal of Econometrics, 1996, 71, (1-2), 207-225 View citations (122)