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~isPartOf:"Applied financial economics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Chiu, Chien-liang"
~person:"Gil-Alaña, Luis A."
~person:"Siriopoulos, Costas"
~subject:"ARCH-Modell"
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Exploring the impact of calendar effects on the dynamic structure and forecasts of financial time series
Kyrtsou, Catherine
;
Leontitsis, Alexander
;
Siriopoulos, …
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003285858
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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
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