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Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun; Chiang, Shu-mei; Cheng, Nick Ying-pin - In: International review of economics & finance : IREF 22 (2012) 1, pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
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Normal and abnormal information transmissions : evidence from China's stock markets
Chiu, Chien-liang; Hung, Jui-cheng - In: Applied economics letters 14 (2007) 10/12, pp. 863-870
Persistent link: https://www.econbiz.de/10003589467
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Effects of structural changes on the risk characteristics of REIT returns
Wu, Pei-shan; Huang, Chien-ming; Chiu, Chien-liang - In: International review of economics & finance : IREF 20 (2011) 4, pp. 645-653
Persistent link: https://www.econbiz.de/10009303899
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Studies on the effect of trading volume and return volatility on call warrants and underlying stocks in Taiwan
Chiu, Chien-liang; Lee, Ming-chih; Lin, Cho-min; Chen, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 1/2, pp. 29-43
Persistent link: https://www.econbiz.de/10002893906
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Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh; Chiu, Chien-Liang; Chang, Tsangyao - In: Applied economics letters 28 (2021) 16, pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680