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On the estimation and inference of a cointegrated regression in panel data
Kao, Chihwa; Chiang, Min-hsien - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 179-222). 2000
Persistent link: https://www.econbiz.de/10001583122
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Price discovery and changes in regimes for stock index futures
Chiang, Min-hsien - In: Global finance journal 14 (2003) 3, pp. 287-301
Persistent link: https://www.econbiz.de/10001977487
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A smooth transition autoregressive conditional duration model
Chiang, Min-hsien - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10009949892
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Intradaily relationship between information revelation and trading duration under market trends : the evidence of MSCI Taiwan stock index futures
Chiang, Min-hsien; Wang, Cheng-hsiang - In: Applied economics letters 11 (2004) 8, pp. 495-501
Persistent link: https://www.econbiz.de/10002116723
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Investigating bid-ask spread components between the NYSE and the CBOE
Chiang, Min-hsien; Lin, Yun - In: Advances in quantitative analysis of finance and … 1 (2004), pp. 85-110
Persistent link: https://www.econbiz.de/10002225824
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Investigating bid-ask spread components between the NYSE and the CBOE
Chiang, Min-hsien; Lin, Yun - In: Advances in quantitative analysis of finance and … 1 (2004), pp. 85-110
Persistent link: https://www.econbiz.de/10009924712