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Estimation
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Robust test of the January effect in stock markets using Markov-switching model
Chu, Chia-shang James
;
Liu, Tung
;
Rathinasamy, R. S.
- In:
Journal of financial management and analysis : …
17
(
2004
)
1
,
pp. 22-33
Persistent link: https://www.econbiz.de/10002507016
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2
Significance test in nonstationary multinomial logit model
Chu, Chia-shang James
;
Liu, Nan
;
Zhang, Lina
- In:
Economics letters
143
(
2016
),
pp. 94-98
Persistent link: https://www.econbiz.de/10011616942
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3
Model uncertainty and aggregated default probabilities : new evidence from Austria
Hofmarcher, Paul
;
Kerbl, Stefan
;
Grün, Bettina
; …
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 871-879
Persistent link: https://www.econbiz.de/10010398865
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4
Testing for unit-roots with breaks : evidence on the great crash and the unit-root hypothesis reconsidered
Nunes, Luis C.
;
Newbold, Paul
;
Kuan, Chung-ming
-
1994
Persistent link: https://www.econbiz.de/10000891463
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5
Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states
Huang, Yu-lieh
;
Huang, Chao-hsi
;
Kuan, Chung-ming
- In:
Journal of macroeconomics
30
(
2008
)
4
,
pp. 1816-1836
Persistent link: https://www.econbiz.de/10003805749
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6
Causality in quantiles and dynamic stock return-volume
Chuang, Chia-chang
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003491144
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7
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias
Hsu, Po-hsuan
;
Hsu, Yu-Chin
;
Kuan, Chung-ming
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 471-484
Persistent link: https://www.econbiz.de/10009267287
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8
Effects of National Health Insurance on precautionary saving : new evidence from Taiwan
Kuan, Chung-ming
;
Chen, Chien-liang
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
2
,
pp. 921-943
Persistent link: https://www.econbiz.de/10009724813
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9
“Capital mobility in East Asian countries is not so high” : examining the impact of sterilization on capital flows
Kuan, Chung-ming
;
Chang, Koyin
;
Tung, Chris Y.
;
Ying, …
- In:
China economic review : an international journal
24
(
2013
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10009713943
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10
A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei
;
Wang, Jying-Nan
;
Kuan, Chung-ming
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 751-779
Persistent link: https://www.econbiz.de/10010490993
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