Narrow search
Showing 1 - 4 of 4
Cover Image
An application of closed-form GARCH option-pricing model on FTSE 100 option and volatility
Su, Yong-chern; Chen, Ming-da; Huang, Han-Ching - In: Applied financial economics 20 (2010) 10/12, pp. 899-910
Persistent link: https://www.econbiz.de/10009009807
Cover Image
GJR-GARCH model in value-at-risk of financial holdings
Su, Yong-chern; Huang, Han-Ching; Lin, Y. J. - In: Applied financial economics 21 (2011) 22/24, pp. 1819-1829
Persistent link: https://www.econbiz.de/10009384759
Cover Image
Tests of regimes - switching CAPM
Huang, Ho-chuan - In: Applied financial economics 10 (2000) 5, pp. 573-578
Persistent link: https://www.econbiz.de/10001527074
Cover Image
GJR-GARCH model in value-at-risk of financial holdings
Su, Y. C.; Huang, H. C.; Lin, Y. J. - In: Applied financial economics 21 (2011) 24, pp. 1819-1830
Persistent link: https://www.econbiz.de/10009289537