Search Results - person:"Lou, Tienwei"

Real interest rate parity in the G7 countries : evidence from the quantile unit root test

Lou, Tienwei; Hsu, Chen-min; Chang, Tsangyao - In: The empirical economics letters : a monthly … 19 (2020) 3, pp. 179-190

Persistent link: https://www.econbiz.de/10012596213

Wealth effect or credit-price effect under economic transition in Eastern European countries : new evidence from the quantile causality test

Lou, Tienwei; Chang, Haiyen; Luo, Wuchang - In: The empirical economics letters : a monthly … 17 (2018) 2, pp. 275-285

Persistent link: https://www.econbiz.de/10011912916

Real interest rate parity in the G7 countries : evidence from the quantile unit root test

Lou, Tienwei; Chang, Yu-Cheng; Chang, Tsangyao - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 929-939

Persistent link: https://www.econbiz.de/10011907048

A study of the Taiwan stock market overreaction to the overnight performance of the U.S stock market

Luo, Wu-Chang; Lou, Tien-Wei; Hung, Tzu-Han - In: The empirical economics letters : a monthly … 17 (2018) 3, pp. 405-416

Persistent link: https://www.econbiz.de/10011913012

The nexus between military expenditures and economic growth in the BRICS and the US : an empirical note

Zhong, Ming; Chang, Tsangyao; Goswami, Samrat; Gupta, Rangan - In: Defence and peace economics 28 (2017) 5, pp. 609-620

Persistent link: https://www.econbiz.de/10011765303

Nonlinear causality relationship between stock and real-estate returns in PIGS countries : wealth effect or credit-price effect

Lou, Tienwei - In: Applied economics letters 24 (2017) 10/12, pp. 736-741

Persistent link: https://www.econbiz.de/10011714177

Evaluating and improving GARCH-based volatility forecasts with range-based estimators

Hung, Jui-cheng; Lou, Tien-wei; Wang, Yi-hsien; Lee, Jun-de - In: Applied economics 45 (2013) 28/30, pp. 4041-4049

Persistent link: https://www.econbiz.de/10010345765

Evaluating and improving GARCH-based volatility forecasts with range-based estimators

Hung, Jui-Cheng; Lou, Tien-Wei; Wang, Yi-Hsien; Lee, Jun-De - In: Applied Economics 45 (2013) 28, pp. 4041-4049

This article investigates the feasibility of using range-based estimators to evaluate and improve Generalized Autoregressive Conditional Heteroscedasticity (GARCH)-based volatility forecasts due to their computational simplicity and readily availability. The empirical results show that daily...

Persistent link: https://www.econbiz.de/10010971321

Evaluating and improving GARCH-based volatility forecasts with range-based estimators

Hung, Jui-Cheng; Lou, Tien-Wei; Wang, Yi-Hsien; Lee, Jun-De - In: Applied economics 45 (2013) 28, pp. 4041-4049

Persistent link: https://www.econbiz.de/10010056539