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Measuring and testing tail dependence and contagion risk between Major stock markets
Su, Ender - In: Computational economics 50 (2017) 2, pp. 325-351
Persistent link: https://www.econbiz.de/10011762384
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Two-State volatility transition pricing and hedging of TXO options
Su, Ender; Lin, Feng-jeng - In: Computational economics 39 (2012) 3, pp. 259-287
Persistent link: https://www.econbiz.de/10009513153
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Exploring three-style return comovements and contagion using a correlation decomposition GARCH model
Su, Ender; Mak, Ving-Vunk; So, Po-Yuk - In: Computational economics 63 (2024) 6, pp. 2271-2305
Persistent link: https://www.econbiz.de/10014636737