K. Ho

Economics and Econometrics · with Chen · 2009

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom K. Ho trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Sheng-Yung Yang
  2. Y. Tse
  3. John Cotter
  4. Lawrence R. Glosten
  5. D. Michayluk

Who trusts K. Ho overall

  1. Gangjin Wang
  2. Martin Hoesli

Papers from K. Ho's perspective

Ordered by how strongly the researchers K. Ho trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Asymmetric Volatility, Correlation and Returns Dynamics between the U.S. and U.K. Securitized Real Estate Markets
  2. A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers
  3. Multivariate Modeling of Daily REIT Volatility
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  5. The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns
  6. Investing in International Real Estate Stocks: A Review of the Literature
  7. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  9. Generalized autoregressive conditional heteroskedasticity
  10. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)

Their papers