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Alternative statistical distributions for estimating value-at-risk : theory and evidence

Lee, Cheng F.; Su, Jung-bin - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 309-331

Persistent link: https://www.econbiz.de/10009673712

On a mean-generalized semivariance approach to determining the hedge ratio

Chen, Sheng-syan; Lee, Cheng F.; Shrestha, Keshab - In: The journal of futures markets 21 (2001) 6, pp. 581-598

Persistent link: https://www.econbiz.de/10001579727

Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach

Wei, K. C. John - In: Review of quantitative finance and accounting 1 (1991) 2, pp. 191-208

Persistent link: https://www.econbiz.de/10001107378

Stock index futures hedge ratios : tests on horizon effects and functional form

Lee, Cheng F. - In: Advances in futures and options research : a research annual 2 (1987), pp. 291-311

Persistent link: https://www.econbiz.de/10001081765

The generalized Stein, Rubinstein covariance formula and its application to estimate real systematic risk

Wei, K. C. John - In: Management science : journal of the Institute for … 34 (1988) 10, pp. 1266-1270

Persistent link: https://www.econbiz.de/10001060062

Ramsey's specification error test and alternative specifications of the market model : methods and applications

Cheng, David C. - In: The quarterly review of economics and business : … 26 (1986) 3, pp. 6-24

Persistent link: https://www.econbiz.de/10001013869

A Comparison of Alternative Models for Estimating Firm's Growth Rate

Brick, Ivan E. - 2015

The growth rate plays an important role in determining a firm's asset and equity values, nevertheless the basic assumptions of the growth rate estimation model are less well understood. In this paper, we demonstrate that the model makes strong assumptions regarding the financing mix of the firm....

Persistent link: https://www.econbiz.de/10013016787

Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 1

Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021

Persistent link: https://www.econbiz.de/10012297277

Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 2

Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021

Persistent link: https://www.econbiz.de/10012297278

Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 3

Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021

Persistent link: https://www.econbiz.de/10012297279