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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~isPartOf:"Working paper"
~person:"Changchien, Chang-Cheng"
~person:"Chen, Qihao"
~subject:"Statistische Verteilung"
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Statistische Verteilung
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Changchien, Chang-Cheng
Chen, Qihao
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Journal of econometrics
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Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
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2
Return distribution, leverage effect and spot-futures spread on the hedging effectiveness
Kao, Wei-Shun
;
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
; …
- In:
Finance research letters
22
(
2017
),
pp. 158-162
Persistent link: https://www.econbiz.de/10011808125
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