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OLC EcoSci
ECONIS (ZBW)
39
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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/10009897421
Saved in:
2
Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Ming-Chih
;
Cheng, Wan-Hsiu
- In:
Applied economics
39
(
2007
)
7-9
,
pp. 903-914
Persistent link: https://www.econbiz.de/10007742435
Saved in:
3
Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Ming-Chih
;
Cheng, Wan-Hsiu
- In:
Applied economics
39
(
2007
)
7
,
pp. 903-914
Persistent link: https://www.econbiz.de/10007732236
Saved in:
4
Hedging with Floor-Traded and E-mini Stock Index Futures
Chiu, Chien-Liang
;
Wu, Pei-Shan
;
Chen, Chun-Da
;
Cheng, …
- In:
Quarterly journal of business and economics : QJBE
44
(
2005
)
3-4
,
pp. 49-68
Persistent link: https://www.econbiz.de/10006235271
Saved in:
5
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
Persistent link: https://www.econbiz.de/10007638720
Saved in:
6
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. 29-44
Persistent link: https://www.econbiz.de/10006237360
Saved in:
7
Hedging with zero-value at risk hedge ratio
Hung, Jui-Cheng
;
Chiu, Chien-Liang
;
Lee, Ming-Chih
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 259-270
Persistent link: https://www.econbiz.de/10007635771
Saved in:
8
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-Hsiu
;
Hung, Jui-Cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-174
Persistent link: https://www.econbiz.de/10008769857
Saved in:
9
Tests of the CAPM under structural changes
Huang, Ho-Chuan
;
Cheng, Wan-hsiu
- In:
International economic journal
19
(
2005
)
4
,
pp. 523-542
Persistent link: https://www.econbiz.de/10007021189
Saved in:
10
Economic determinants of comovement across international stock markets: the example of Taiwan and its key trading partners
Lin, Cho-Min
;
Cheng, Wan-Hsiu
- In:
Applied economics
40
(
2008
)
7-9
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10008070044
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