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The impact of speculative trading activities on the speculative market: a case of Taiwan stock index futures market
Chen, Chia-Pin; Liu, Ying-Sing; Hsu, Chih-Wen - In: Applied financial economics 20 (2010) 23, pp. 1761-1769
Persistent link: https://www.econbiz.de/10008732540
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Bayesian estimation of a covariance matrix with flexible prior specification
Hsu, Chih-Wen; Sinay, Marick; Hsu, John - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 319-342
Persistent link: https://www.econbiz.de/10010539483
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Bayesian estimation of a covariance matrix with flexible prior specification
Hsu, Chih-Wen; Sinay, Marick S.; Hsu, John S. J. - In: Annals of the Institute of Statistical Mathematics : AISM 64 (2012) 2, pp. 319-343
Persistent link: https://www.econbiz.de/10009821444