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Search: person:"Chuang, I.-Yuan"
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Chuang, I-yuan
5
Chiu, Yen-chen
3
Chang, Chiao-yi
2
Chiu, Yen-Chen
2
Chuang, I-Yuan
2
Lai, Jing-yi
2
Wang, C. Edward
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Chen, Ching-fu
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Chuang, I.-yuan
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Lee, Pei-hsuan
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Lu, Jin-ray
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ECONIS (ZBW)
8
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1
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
2
The performance of the switching forecast model of value-at-risk in the Asian stock markets
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Finance research letters
18
(
2016
),
pp. 43-51
Persistent link: https://www.econbiz.de/10011656521
Saved in:
3
The performance of composite forecast models of value-at-risk in the energy market
Chiu, Yen-chen
;
Chuang, I-yuan
;
Lai, Jing-yi
- In:
Energy economics
32
(
2010
)
2
,
pp. 423-431
Persistent link: https://www.econbiz.de/10003954630
Saved in:
4
Futures hedging effectiveness under the segmentation of bear/bull energy markets
Chang, Chiao-yi
;
Lai, Jing-yi
;
Chuang, I-yuan
- In:
Energy economics
32
(
2010
)
2
,
pp. 442-449
Persistent link: https://www.econbiz.de/10003954646
Saved in:
5
The performance of Asian airlines in the recent financial turmoil based on VaR and modified Sharpe ratio
Chuang, I-yuan
;
Chiu, Yen-chen
;
Wang, C. Edward
- In:
Journal of air transport management
14
(
2008
)
5
,
pp. 257-262
Persistent link: https://www.econbiz.de/10003771510
Saved in:
6
Forecasting volatility in the financial markets : a comparison of alternative distributional assumptions
Chuang, I.-yuan
;
Lu, Jin-ray
;
Lee, Pei-hsuan
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1051-1060
Persistent link: https://www.econbiz.de/10003590371
Saved in:
7
Does Asian financial crisis change price co-movements in East Asia
Chang, Chiao-yi
;
Chen, Ching-fu
;
Chuang, I-yuan
- In:
The Indian journal of economics
87
(
2007
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10003487541
Saved in:
8
Does VaR estimate have a unit root? : application of the Phillips-Perron test
Chuang, I-yuan
;
Chiu, Yen-chen
;
Wang, C. Edward
- In:
Journal of financial management and analysis : …
18
(
2005
)
2
,
pp. 12-17
Persistent link: https://www.econbiz.de/10003337650
Saved in:
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