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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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Nonlinear relationships and volatility spillovers among house prices, interest rates and stock market prices
Liu, Hsiang-Hsi; Chen, Sheng-Hung - In: International journal of strategic property management 20 (2016) 4, pp. 371-383
Persistent link: https://www.econbiz.de/10011684548
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The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility
Chuang, Wen-i; Liu, Hsiang-hsi; Susmel, Rauli - In: Global finance journal 23 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009631295
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Disposition effect and contrarian/momentum behavior of stock traders
Liu, Hsiang-Hsi; Hung, Pi-Hsia; Huang, Tzu-Hu - In: Advances in Pacific Basin business, economics and finance 11 (2023), pp. 41-67
Persistent link: https://www.econbiz.de/10014338166
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Relationships among US S&P500 stock index, its futures and NASDAQ index futures with volatility spillover and jump diffusion : modeling and hedging performance
Liu, Hsiang-Hsi; Lin, Yu-Cheng - In: Bulletin of applied economics 8 (2022) 1, pp. 121-148
Persistent link: https://www.econbiz.de/10013271045
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Including more information content to enhance the value at risk estimation for real estate investment trusts
Lu, Jin-ray; Hwang, Chiang-chang; Chen, Yi-chun; Wen, … - In: International journal of financial research 4 (2013) 3, pp. 25-34
Persistent link: https://www.econbiz.de/10010205099