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Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-Chih; Hung, Jui-Cheng - In: Applied economics 39 (2007) 16-18, pp. 2403
Persistent link: https://www.econbiz.de/10007877507
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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
Persistent link: https://www.econbiz.de/10007638720
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Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-Cheng; Lee, Ming-Chih; Liu, Hung-Chun - In: Energy economics 30 (2008) 3, pp. 1173-1191
Persistent link: https://www.econbiz.de/10007917050
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Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-Cheng; Lee, Ming-Chih; Liu, Hung-Chun - In: Energy economics 30 (2008) 3, pp. 1173-1192
Persistent link: https://www.econbiz.de/10008900744
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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
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Threshold effect of the economic growth rate on the renewable energy development from a change in energy price: Evidence from OECD countries
Chang, Ting-Huan; Huang, Chien-Ming; Lee, Ming-Chih - In: Energy policy 37 (2009) 12, pp. 5796-5802
Persistent link: https://www.econbiz.de/10008329586
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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
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Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process
Chiou, Jer-Shiou; Wu, Pei-Shan; Lee, Ming-Chih - In: Applied financial economics 16 (2006) 17, pp. 1309
Persistent link: https://www.econbiz.de/10007619202
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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
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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