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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Value-at-risk in US stock indices with skewed generalized error distribution
Lee, Ming-chih; Su, Jung-bin; Liu, Hung-Chun - In: Applied financial economics letters 4 (2008) 4/6, pp. 425-431
Persistent link: https://www.econbiz.de/10003808278
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Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-chih; Hung, Jui-cheng - In: Applied economics 39 (2007) 16/18, pp. 2403-2412
Persistent link: https://www.econbiz.de/10003590359
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Hedging with floor-traded and E-mini stock index futures
Chiu, Chien-liang; Wu, Pei-shan; Chen, Chun-Da; Cheng, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 3/4, pp. 49-68
Persistent link: https://www.econbiz.de/10003059289
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Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Mingchih; Cheng, Wan-hsiu - In: Applied economics 39 (2007) 7/9, pp. 903-913
Persistent link: https://www.econbiz.de/10003484155
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Restricted VAR hedging with the presence of multiple breaks
Chiu, Chien-Liang; Chiou, Jer-shiou; Wu, Pei-Shan - In: Zagreb international review of economics & business 10 (2007) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10003470376
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Nonlinear adjustment of short-term deviations impacts on the US real estate market
Lee, Yen-Hsien; Chiu, Chien-Liang - In: Applied economics letters 17 (2010) 4/6, pp. 597-603
Persistent link: https://www.econbiz.de/10003980268
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The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
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Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
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Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan; Chiu, Chien-Liang; Chang, Tsangyao; Wang, … - In: The empirical economics letters : a monthly … 18 (2019) 11, pp. 1141-1150
Persistent link: https://www.econbiz.de/10012372785