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Risikomaß
Volatility
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Liu, Hung-Chun
7
Lee, Ming-chih
3
Chang, Ching-Mo
1
Chen, Lu-Jui
1
Cheng, Nick Ying-pin
1
Cheng, Yu-Ju
1
Chiang, Shu-mei
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Hsu, Yuan-Teng
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Hung, Jui-Cheng
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Hung, Jui-cheng
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Su, Jung-bin
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Tzou, Yi-Pin
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Wang, Jying-Nan
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Yang, J. Jimmy
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Applied financial economics letters
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ECONIS (ZBW)
7
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1
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
2
Analyzing the downside risk of exchange-traded funds : do the volatility estimators matter?
Wang, Jying-Nan
;
Chen, Lu-Jui
;
Liu, Hung-Chun
;
Hsu, …
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10011422541
Saved in:
3
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun
;
Chiang, Shu-mei
;
Cheng, Nick Ying-pin
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
Saved in:
4
The role of SGT distribution in Value-at-Risk estimation : evidence from the WTI crude oil market
Liu, Hung-Chun
;
Lee, Ming-chih
;
Chang, Ching-Mo
- In:
Investment management and financial innovations
6
(
2009
)
1
,
pp. 86-95
Persistent link: https://www.econbiz.de/10003917409
Saved in:
5
Value-at-risk-based risk management on exchange traded funds : the Taiwanese experience
Liu, Hung-Chun
;
Cheng, Yu-Ju
;
Tzou, Yi-Pin
- In:
Banks and bank systems : international research journal
4
(
2009
)
2
,
pp. 20-28
Persistent link: https://www.econbiz.de/10003988582
Saved in:
6
Value-at-risk in US stock indices with skewed generalized error distribution
Lee, Ming-chih
;
Su, Jung-bin
;
Liu, Hung-Chun
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 425-431
Persistent link: https://www.econbiz.de/10003808278
Saved in:
7
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-cheng
;
Lee, Ming-chih
;
Liu, Hung-Chun
- In:
Energy economics
30
(
2008
)
3
,
pp. 1173-1191
Persistent link: https://www.econbiz.de/10003744851
Saved in:
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