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Does financial development volatility affect industrial growth volatility?
Huang, Ho-chuan; Fang, WenShwo; Miller, Stephen M. - In: International review of economics & finance : IREF 29 (2014), pp. 307-320
Persistent link: https://www.econbiz.de/10010432351
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An application of closed-form GARCH option-pricing model on FTSE 100 option and volatility
Su, Yong-chern; Chen, Ming-da; Huang, Han-Ching - In: Applied financial economics 20 (2010) 10/12, pp. 899-910
Persistent link: https://www.econbiz.de/10009009807
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Dynamic relations between order imbalance, volatility and return of top gainers
Su, Yong-chern; Huang, Han-Ching; Lin, Shiue-Fang - In: Applied economics 44 (2012) 10/12, pp. 1509-1519
Persistent link: https://www.econbiz.de/10009525251
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Asymmetric GARCH value-at-risk over MSCI in financial crisis
Huang, Han-Ching; Su, Yong-chern; Tsui, Jen-Tien - In: International journal of economics and financial issues … 5 (2015) 2, pp. 390-398
Persistent link: https://www.econbiz.de/10011453527
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GJR-GARCH model in value-at-risk of financial holdings
Su, Yong-chern; Huang, Han-Ching; Lin, Y. J. - In: Applied financial economics 21 (2011) 22/24, pp. 1819-1829
Persistent link: https://www.econbiz.de/10009384759