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Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i; Huang, Teng-ching; Lin, Bing-huei - In: The North American journal of economics and finance : a … 25 (2013), pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
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The global latent factor and international index futures returns predictability
Chang, Shu-Lien; Lee, Hsiu-chuan; Lien, Da-hsiang Donald - In: Journal of forecasting 41 (2022) 3, pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
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States of psychological anchors and price behavior of Japanese yen futures
Lee, Hsiu-chuan; Lee, Yun-Huan; Lu, Yang-cheng; Wang, … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012658948
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Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan; Lee, Yun-Huan; Nguyen, Cuong - In: Pacific-Basin finance journal 80 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014463335