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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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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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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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Empirical of the Taiwan stock index option price forecasting model-applied artificial neural network
Lin, Chin-tsai; Yeh, Hsin-yi - In: Applied economics 41 (2009) 13/15, pp. 1965-1972
Persistent link: https://www.econbiz.de/10003862784
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A forecasting model for the likelihood of delinquency, default or prepayment : the case of Taiwan
Lin, Chin-tsai; Yang, Shih-yu - In: International journal of business 8 (2003) 2, pp. 203-211
Persistent link: https://www.econbiz.de/10001767461