Lin, Yan-Xia

• 2013, Volume 10, Issue Number: 1 - Articles
  Size and power of cointegration tests with non-normal GARCH error distributions
  Abstract
• 2012, Volume 12, Issue Number 2 - Articles
  Evaluating the Volatility Forecasting Performance of Best Fitting GARCH Models in Emerging Asian Stock Markets
  Abstract
• 2014, Volume 52, Issue Number: 7 - Articles
  Cointegration with a Time Trend and Pairs Trading Strategy: Empirical Study on the 'S and P' 500 Future and Spot Index Prices
  Abstract