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Chiu, Chien-Liang
12
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4
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3
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3
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3
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3
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OLC EcoSci
ECONIS (ZBW)
36
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1
Permanent and Transitory Components in the Chinese Stock Market: The ARJI-Trend Model
Chiang, Shu-Mei
;
Yeh, Chin-Piao
;
Chiu, Chien-Liang
- In:
Emerging markets finance & trade : a journal of the …
45
(
2009
)
3
,
pp. 35-55
Persistent link: https://www.econbiz.de/10008265772
Saved in:
2
The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets
Chiang, Shu-Mei
;
Chen, Hsin-Fu
;
Lin, Chi-Tai
- In:
Global finance journal
24
(
2013
)
1
,
pp. 30-43
Persistent link: https://www.econbiz.de/10010109402
Saved in:
3
Exploring forecast error and the informational content of implied volatility in the Taiwan market
Lee, Yen-hsien
;
Lin, Chi-tai
;
Chiang, Shu-mei
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
5
,
pp. 590-609
Persistent link: https://www.econbiz.de/10010049002
Saved in:
4
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun
;
Chiang, Shu-Mei
;
Cheng, Nick Ying-Pin
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 78-92
Persistent link: https://www.econbiz.de/10009816961
Saved in:
5
Value-at-risk estimation with the optimal dynamic biofuel portfolio
Chang, Ting-Huan
;
Su, Hsin-Mei
;
Chiu, Chien-Liang
- In:
Energy economics
33
(
2011
)
2
,
pp. 264-273
Persistent link: https://www.econbiz.de/10008814634
Saved in:
6
Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets
Hung, Jui-Cheng
;
Jiang, Shi-Jie
;
Chiu, Chien-Liang
- In:
Applied economics
39
(
2007
)
16-18
,
pp. 2231-2240
Persistent link: https://www.econbiz.de/10007877520
Saved in:
7
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:
8
Removal of an investment restriction: the 'B' share experience from China's stock markets
Chiu, Chien-Liang
;
Lee, Mingchih
;
Chen, Chun-Da
- In:
Applied financial economics
15
(
2005
)
4
,
pp. 273-286
Persistent link: https://www.econbiz.de/10007643987
Saved in:
9
Restricted VAR hedging with the presence of multiple breaks
Chiu, Chien-Liang
;
Chiou, Jer-Shiou
;
Wu, Pei-Shan
- In:
Zagreb international review of economics & business
10
(
2007
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009948550
Saved in:
10
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
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