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Investment with network externality under uncertainty

Lu, Chia-chi; Hung, Weifeng; Sheu, Jyh-jian; Shih, Pai-ta - In: Review of quantitative finance and accounting 36 (2011) 4, pp. 555-564

Persistent link: https://www.econbiz.de/10009272397

Investment with network externality under uncertainty

Lu, Chia-Chi; Hung, Weifeng; Sheu, Jyh-Jian; Shih, Pai-Ta - In: Review of quantitative finance and accounting 36 (2011) 4, pp. 555-565

Persistent link: https://www.econbiz.de/10008993579

Forecasting time-varying covariance with a range-based dynamic conditional correlation model

Chou, Ray Yeutien; Wu, Chun-chou; Liu, Nathan - In: Review of quantitative finance and accounting 33 (2009) 4, pp. 327-345

This paper proposes a range-based dynamic conditional correlation (DCC) model combined by the return-based DCC model and the conditional autoregressive range (CARR) model. The substantial gain in efficiency of volatility estimation can boost the accuracy for estimating time-varying covariances....

Persistent link: https://www.econbiz.de/10003927245

Forecasting time-varying covariance with a range-based dynamic conditional correlation model

Chou, Ray Yeutien; Wu, Chun-Chou; Liu, Nathan - In: Review of quantitative finance and accounting 33 (2009) 4, pp. 327-346

Persistent link: https://www.econbiz.de/10008319400

Option implied riskiness and risk-taking incentives of executive compensation

Lu, Chia-Chi; Shen, Hsin-han; Shih, Pai-Ta; Tsai, Wei‐Che - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1143-1160

Persistent link: https://www.econbiz.de/10014291781