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Wang, Yi-Hsien
4
Wang, Yi-hsien
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3
Lin, Chin-tsai
3
Yeh, Tsai-Jung
3
Chuang, Shuo-Li
2
Chang, Matthew C.
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Hung, Jui-Cheng
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Applied economics
3
Annals of economics and finance
1
Economic modelling
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Hitotsubashi journal of economics
1
The Indian journal of economics
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Applied hybrid GARCH model to forecast the stock market volatility
Lin, Chin-tsai
;
Wang, Yi-hsien
- In:
The Indian journal of economics
87
(
2007
)
3
,
pp. 391-408
Persistent link: https://www.econbiz.de/10003487550
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2
The effect of congressional sessions on the stock market in emerging democracy : the case of Taiwan
Wang, Yi-hsien
;
Lin, Chin-tsai
- In:
Hitotsubashi journal of economics
48
(
2007
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10003619597
Saved in:
3
An analysis of political changes on Nikkei 225 stock returns and volatilities
Lin, Chin-tsai
;
Wang, Yi-hsien
- In:
Annals of economics and finance
6
(
2005
)
1
,
pp. 169-183
Persistent link: https://www.econbiz.de/10003072783
Saved in:
4
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
5
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
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6
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Economic modelling
42
(
2014
),
pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
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7
Comparing hedging effectiveness of portfolios in the greater Chinese stock exchanges : evidence from a modified value-at-risk model
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
3
,
pp. 508-526
Persistent link: https://www.econbiz.de/10012211476
Saved in:
8
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
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