//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Kuan, Chung-ming"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stabilizing the market with sh...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bi-power variation
1
Börsenkurs
1
Estimation
1
Estimation theory
1
Inter quantile range
1
Market microstructure
1
Market microstructure noise
1
Marktmikrostruktur
1
Noise Trading
1
Noise trading
1
Price jump
1
Range-based volatility
1
Realized volatility
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Schätzung
1
Share price
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Kuan, Chung-ming
Yeh, Jin-Huei
13
Wang, Jying-Nan
11
Yeh, Jin-huei
10
Kuan, Chung-Ming
6
Hsu, Yu-Chin
5
Chen, Lien-Chuan
4
Cheng, Nick Ying-Pin
3
Tsai, Ming-Shann
3
Tsay, Ruey S.
2
Chan, Lin Kun
1
Chang, Chuang-chang
1
Chao, Ching-Hsiang
1
Chen, Lien-chuan
1
Cheng, Nick Ying-pin
1
Chu, Shan-Ying
1
Hu, Yu-Pin
1
Tsai, Ming-shann
1
Wang, Jying-nan
1
Yun, Mu Shu
1
more ...
less ...
Published in...
All
Journal of econometrics
1
Review of quantitative finance and accounting
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-ming
;
Yeh, Jin-huei
;
Hsu, Yu-Chin
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 261-270
Persistent link: https://www.econbiz.de/10003858604
Saved in:
2
A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei
;
Wang, Jying-Nan
;
Kuan, Chung-ming
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 751-779
Persistent link: https://www.econbiz.de/10010490993
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->