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Enhancing forecast accuracy by using long estimation periods
Lee, Ming-chih; Chiu, Chien-liang; Cheng, Wan-hsiu - In: The international journal of business and finance … 1 (2007) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10003955531
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Why does skewness and the fat-tail effect influence value-at-risk estimates? : evidence from alternative capital markets
Su, Jung-bin; Lee, Ming-chih; Chiu, Chien-Liang - In: International review of economics & finance : IREF 31 (2014), pp. 59-85
Persistent link: https://www.econbiz.de/10010490442
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Studies on the effect of trading volume and return volatility on call warrants and underlying stocks in Taiwan
Chiu, Chien-liang; Lee, Ming-chih; Lin, Cho-min; Chen, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 1/2, pp. 29-43
Persistent link: https://www.econbiz.de/10002893906
Cover Image
Enhancing forecast accuracy by using long estimation periods
Lee, Ming-chih; Chiu, Chien-liang; Cheng, Wan-hsiu - In: The international journal of business and finance … 1 (2007) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10009897421