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Discovering traders' heterogeneous behavior in high-frequency financial data
Huang, Ya-Chi; Tsao, Chueh-Yung - In: Computational economics 51 (2018) 4, pp. 821-846
Persistent link: https://www.econbiz.de/10011971267
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Fitting and testing for the implied volatility curve using parametric models
Chang, Chuang-chang; Chou, Pin-huang; Liao, Tzu-hsiang - In: The journal of futures markets 32 (2012) 12, pp. 1171-1191
Persistent link: https://www.econbiz.de/10009697755
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Measuring risk-based premium and capital requirement for insurers
Chang, Chuang-chang; Dong, Meng-yun; Yu, Min-Teh - In: Advances in financial planning and forecasting 8 (1998), pp. 63-78
Persistent link: https://www.econbiz.de/10001406382