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Warrant introduction effects on stock return processes
Chang, Jui-jane; Liao, Szu-Lang - In: Applied financial economics 20 (2010) 16/18, pp. 1377-1395
Persistent link: https://www.econbiz.de/10009010939
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The volatility structure of oil futures market returns : an empirical investigation
Lian, Yu-Min; Liao, Szu-Lang - In: Investment management and financial innovations 12 (2015) 2, pp. 16-25
Persistent link: https://www.econbiz.de/10011500134
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Cojump risks and their impacts on option pricing
Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
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Excess volatility and market efficiency in government bond markets : the ASEAN-5 context
Tang, Kin Boon; Shao Jye Wong; Lin, Shih-kuei; Liao, … - In: The journal of asset management 21 (2020) 2, pp. 154-165
Persistent link: https://www.econbiz.de/10012292759
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Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: Finance research letters 16 (2016), pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
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Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: International review of economics & finance : IREF 93 (2024) 2, pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
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Construction of Directional Volatility Index
Lin, Chun-Liang; Liao, Szu-Lang - In: International journal of business 29 (2024) 1, pp. 135-155
Persistent link: https://www.econbiz.de/10014554267
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Value-at-risk forecasts with conditional volatility for structured products
Chen, Fen-ying - In: The journal of risk model validation 5 (2011) 1, pp. 45-69
Persistent link: https://www.econbiz.de/10009356846