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Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng; Lou, Tien-wei; Wang, Yi-hsien; Lee, Jun-de - In: Applied economics 45 (2013) 28/30, pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
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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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A study of dynamics in market volatility indices between the US and Taiwan
Lee, Yen-Hsien; Hung, Jui-Cheng; Wang, Yi-Hsien; Huang, … - In: Investment management and financial innovations 9 (2012) 4, pp. 89-95
Persistent link: https://www.econbiz.de/10009745489
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Effects of the legislative sessions on the stock market : evidence from Taiwan
Lin, Chin-tsai; Wang, Yi-hsien - In: The Indian journal of economics 85 (2004) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10002628788
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How does stock market risk react to global and domestic impact? : quantitative analysis in emerging market
Hu, Wen-Cheng; Wang, Yi-Hsien; Shih, Kuang-Hsun; Dao Le Minh - In: The empirical economics letters : a monthly … 15 (2016) 10, pp. 963-974
Persistent link: https://www.econbiz.de/10011717083
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Using neural network to forecast stock index option price: a new hybrid GARCH approach
Wang, Yi-Hsien - In: Quality & Quantity: International Journal of Methodology 43 (2009) 5, pp. 833-843
Persistent link: https://www.econbiz.de/10009396905