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Conditional risk, return and contagion in the banking sector in asia

, , and . Research in International Business and Finance, 20 (3): 322--339 (September 2006)

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Selecting the forgetting factor in subset autoregressive modelling, , and . Journal of Time Series Analysis, 23 (6): 629--649 (305 11 2002)doi: 10.1111/1467-9892.00283.Conditional risk, return and contagion in the banking sector in asia, , and . Research in International Business and Finance, 20 (3): 322--339 (September 2006)A Robust Algorithm in Sequentially Selecting Subset Time Series Systems Using Neural Networks, , and . Journal of Time Series Analysis, 21 (4): 389--412 (183 07 2000)doi: 10.1111/1467-9892.00190.