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~isPartOf:"Applied financial economics"
~person:"Chiu, Chien-liang"
~subject:"United States"
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Chiu, Chien-liang
Madura, Jeff
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Applied financial economics
Quarterly journal of business and economics : QJBE
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The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang
;
Chiang, Shu-mei
;
Kao, Feng
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
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2
Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng
;
Chiu, Chien-liang
;
Lee, Mingchih
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
Saved in:
3
Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang
;
Lee, Ming-chih
;
Hung, Jui-cheng
- In:
Applied financial economics
15
(
2005
)
15
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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