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Effectiveness of copula-extreme value theory in estimating value-at-risk : empirical evidence from Asian emerging markets
Hsu, Chun-pin; Huang, Chin-wen; Chiou, Wan-jiun Paul - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 447-468
Persistent link: https://www.econbiz.de/10009690403
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Do investors still benefit from culturally home-biased diversification? : an empirical study of China, Hong Kong, and Taiwan
Chiou, Wan-jiun Paul; Lee, Cheng F. - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 341-381
Persistent link: https://www.econbiz.de/10009708109
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Diversification benefits of risk portfolio models : a case of Taiwan's stock market
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Yang, Jian-Hong - In: Review of quantitative finance and accounting 48 (2017) 2, pp. 467-502
Persistent link: https://www.econbiz.de/10011796645
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Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets
Hsu, Chun-Pin; Huang, Chin-Wen; Chiou, Wan-Jiun Paul - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 447-469
Persistent link: https://www.econbiz.de/10010032853
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Erratum to: Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets
Hsu, Chun-Pin; Huang, Chin-Wen; Chiou, Wan-Jiun Paul - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 469-470
Persistent link: https://www.econbiz.de/10010032854
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Disclosure and the cost of equity in international cross-listing
Eaton, Tim V.; Nofsinger, John R.; Weaver, Daniel G. - In: Review of quantitative finance and accounting 29 (2007) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10003600042
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Corporate goodness and profit warnings
Ajit, D.; Donker, Han; Nofsinger, John R. - In: Review of quantitative finance and accounting 51 (2018) 2, pp. 553-573
Persistent link: https://www.econbiz.de/10012037131
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Disclosure and the cost of equity in international cross-listing
Eaton, Tim V.; Nofsinger, John R.; Weaver, Daniel G. - In: Review of quantitative finance and accounting 29 (2007) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10007765969