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Stock prices and the efficient market hypothesis : evidence from a panel stationary test with structural breaks
Lee, Chien-chiang
;
Lee, Jun-de
;
Lee, Chi-chuan
- In:
Japan and the world economy : international journal of …
22
(
2010
)
1
,
pp. 49-58
Persistent link: https://www.econbiz.de/10009272711
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2
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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3
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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4
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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5
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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