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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Estimation of Value-at-Risk under jump dynamics and asymmetric information
Chiu, Chien-Liang; Lee, Ming-Chih; Hung, Jui-Cheng - In: Applied financial economics 15 (2005) 15, pp. 1095
Persistent link: https://www.econbiz.de/10007638720
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Hedging with zero-value at risk hedge ratio
Hung, Jui-Cheng; Chiu, Chien-Liang; Lee, Ming-Chih - In: Applied financial economics 16 (2006) 3, pp. 259-270
Persistent link: https://www.econbiz.de/10007635771
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Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process
Chiou, Jer-Shiou; Wu, Pei-Shan; Lee, Ming-Chih - In: Applied financial economics 16 (2006) 17, pp. 1309
Persistent link: https://www.econbiz.de/10007619202
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The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
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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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Removal of an investment restriction : the 'B' share experience from China's stock markets
Chiu, Chien-liang; Lee, Mingchih; Chen, Chun-Da - In: Applied financial economics 15 (2005) 4, pp. 273-285
Persistent link: https://www.econbiz.de/10002606265
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Removal of an investment restriction: the 'B' share experience from China's stock markets
Chiu, Chien-Liang; Lee, Mingchih; Chen, Chun-Da - In: Applied financial economics 15 (2005) 4, pp. 273-286
Persistent link: https://www.econbiz.de/10007643987
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The relationship between the S&P 500 spot and futures indices: brothers or cousins?
Chiu, Chien-Liang; Chiang, Shu-Mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412
Persistent link: https://www.econbiz.de/10007635226