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Detecting structural breaks in tail behaviour : from the perspective of fitting the generalized Pareto distribution
Liu, Wei-han - In: Applied economics 45 (2013) 10/12, pp. 1273-1286
Persistent link: https://www.econbiz.de/10009718411
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Do futures prices exhibit maturity effect? : a nonparametric revisit
Liu, Wei-han - In: Applied economics 46 (2014) 7/9, pp. 813-825
Persistent link: https://www.econbiz.de/10010398924
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An empirical re-examination of extreme tail behavior : testing the assumptions of the power laws and the generalized Pareto distribution on the financial series
Liu, Wei-Han - In: Applied economics 51 (2019) 30, pp. 3310-3324
Persistent link: https://www.econbiz.de/10012196832
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Revisiting and refining the comparison of conventional and Islamic markets' performance
Liu, Wei-Han; Chang, Jow-Ran - In: Applied economics 53 (2021) 38, pp. 4371-4385
Persistent link: https://www.econbiz.de/10012609811
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Detecting structural breaks in tail behaviour from the perspective of fitting the generalized Pareto distribution
Liu, Wei-han - In: Applied economics 45 (2013) 10, pp. 1273-1286
Persistent link: https://www.econbiz.de/10010053418
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Optimal hedge ratio estimation and hedge effectiveness with multivariate skew distributions
Liu, Wei-hn - In: Applied economics 46 (2014) 10/12, pp. 1420-1435
Persistent link: https://www.econbiz.de/10010399261