Narrow search
Showing 1 - 7 of 7
Cover Image
Tests of the CAPM under structural changes
Huang, Ho-chuan; Cheng, Wan-hsiu - In: International economic journal 19 (2005) 4, pp. 523-541
Persistent link: https://www.econbiz.de/10003242855
Cover Image
Tests of the CAPM with structural instability and asymmetry
Huang, Ho-chuan; Wu, Pei-shan - In: Applied financial economics letters 1 (2005) 5, pp. 321-327
Persistent link: https://www.econbiz.de/10003118564
Cover Image
Tests of CAPM with nonstationary beta
Huang, Ho-chuan - In: International journal of finance & economics : IJFE 6 (2001) 3, pp. 255-270
Persistent link: https://www.econbiz.de/10001607413
Cover Image
Tests of regime-switching CAPM under price limits
Huang, Ho-chuan - In: International review of economics & finance : IREF 12 (2003) 3, pp. 305-326
Persistent link: https://www.econbiz.de/10001797299
Cover Image
Tests of regimes - switching CAPM
Huang, Ho-chuan - In: Applied financial economics 10 (2000) 5, pp. 573-578
Persistent link: https://www.econbiz.de/10001527074
Cover Image
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying; Yang, Sharon S.; Huang, Hong Chih - In: Quantitative finance 21 (2021) 9, pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Cover Image
Modeling pandemic mortality risk and its application to mortality-linked security pricing
Chen, Fen-Ying; Yang, Sharon S.; Huang, Hong Chih - In: Insurance / Mathematics & economics 106 (2022), pp. 341-363
Persistent link: https://www.econbiz.de/10013380614