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Publications by Shiuyan Pong

Distinguishing Short and Long Memory Volatility Specifications

Econometrics Journal

English

Related publications

Long Memory Versus Structural Breaks in Modeling and Forecasting Realized Volatility

Journal of International Money and Finance

English

Long Memory and Volatility Dynamics in the US Dollar Exchange Rate

Multinational Finance Journal

English

Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market

Open Journal of Social Sciences

English

Distributed Memory for Both Short and Long Term

Neurobiology of Learning and Memory

Cognitive Psychology

Behavioral Neuroscience

Cognitive Neuroscience

English

Behavioral Specifications of Reward-Associated Long-Term Memory Enhancement in Humans

Learning and Memory

Molecular Neuroscience

Physiological Psychology

Neuropsychology

Cognitive Neuroscience

English

Long Memory in Stock Market Volatility and the Volatility-In-Mean Effect: The FIEGARCH-M Model

SSRN Electronic Journal

English

Consequences for Option Pricing of a Long Memory in Volatility

SSRN Electronic Journal

English

Long Memory Persistence in the Factor of Implied Volatility Dynamics

SSRN Electronic Journal

English

Basis Convergence and Long Memory in Volatility When Dynamic Hedging With Futures

Journal of Financial and Quantitative Analysis

English