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ECONIS (ZBW)
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Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
52
(
2018
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
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2
Crossing of psychological price levels : the price dynamics and interaction between S&P500 index and index futures
Tsao, Chueh-Yung
;
Lee, Chun I.
;
Shyu, Yih-Wen
- In:
The journal of behavioral finance : a publication of …
18
(
2017
)
4
,
pp. 427-447
Persistent link: https://www.econbiz.de/10012008649
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3
Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market
Tsao, Chueh-Yung
;
Huang, Ya-Chi
- In:
Journal of economic interaction and coordination : JEIC
13
(
2018
)
3
,
pp. 537-560
Persistent link: https://www.econbiz.de/10012111496
Saved in:
4
Discovering traders' heterogeneous behavior in high-frequency financial data
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
51
(
2018
)
4
,
pp. 821-846
Persistent link: https://www.econbiz.de/10011971267
Saved in:
5
Analytic approximation formulare for pricing forward-starting Asian options
Tsao, Chueh-yung
;
Chang, Chuang-chang
;
Lin, Chung-gee
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 487-516
Persistent link: https://www.econbiz.de/10001769702
Saved in:
6
Pricing and hedging quanto forward-starting floating-strike Asian options
Chang, Chuang-chang
;
Liao, Tzu-hsiang
;
Tsao, Chueh-yung
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009229667
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7
The pricing of Asian options with default risk
Tsao, Chueh-yung
;
Liu, Chao-ching
- In:
Research in finance
25
(
2009
),
pp. 343-369
Persistent link: https://www.econbiz.de/10009306649
Saved in:
8
Asian options with credit risks : and pricing and sensitivity analysis
Tsao, Chueh-yung
;
Liu, Chao-ching
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 96-115
Persistent link: https://www.econbiz.de/10009778692
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9
Common factors in liquidity : evidence from Taiwan's OTC stock market
Lee, Jie-haun
;
Lin, Shu-Ying
;
Lee, Wan-Chen
;
Tsao, …
- In:
International review of financial analysis
15
(
2006
)
4/5
,
pp. 306-327
Persistent link: https://www.econbiz.de/10003377241
Saved in:
10
Statistical analysis of genetic algorithms in discovering technical trading strategies
Tsao, Chueh-yung
;
Chen, Shu-Heng
- In:
Applications of artificial intelligence in finance and …
,
(pp. 1-44)
.
2004
Persistent link: https://www.econbiz.de/10002797126
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