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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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Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Applied economics 47 (2015) 19/21, pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
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Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Economic modelling 42 (2014), pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
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Resource constrained assembly line balancing problem solved with ranked positional weight rule
Kao, Hsiu-hsueh; Yeh, Din-horng; Wang, Yi-hsien - In: Review of economics & finance (2011) 5, pp. 71-80
Persistent link: https://www.econbiz.de/10009615370
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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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Stock trading strategies are formulated by a stock classification model
Lin, Chin-tsai; Hwang, Shiuh-nan; Chuang, Wang-ching - In: The Indian journal of economics 88 (2007) 2, pp. 281-305
Persistent link: https://www.econbiz.de/10003711303
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Optimal marketing strategy : a decision-making with ANP and TOPSIS
Wu, Cheng-shiung; Lin, Chin-tsai; Lee, Chuan - In: International journal of production economics 127 (2010) 1, pp. 190-196
Persistent link: https://www.econbiz.de/10008652482
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The entry/exit real options model for Internet securities trading business
Lin, Chin-Tsai; Lin, Tyrone T.; Yeh, Lung-Chu - In: Journal of economics & business 57 (2005) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10002540868
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Decision for the optimal location : waiting timing relationship in a real options model
Lin, Chin-tsai; Wu, Cheng-ru - In: Annals of economics and finance 5 (2004) 2, pp. 271-282
Persistent link: https://www.econbiz.de/10002544903
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Optimizing strategy within productive location among three countries under exchange rate uncertainty : a real options approach
Lin, Chin-tsai; Wu, Cheng-ru - In: The Indian journal of economics 85 (2005) 3, pp. 341-364
Persistent link: https://www.econbiz.de/10003120770