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Liu, Hsiang-Hsi
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Liu, Hsiang-hsi
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ECONIS (ZBW)
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1
A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets : the impacts of extreme weather
Liu, Hsiang-hsi
;
Chen, Yi-chun
- In:
Economic modelling
35
(
2013
),
pp. 840-855
Persistent link: https://www.econbiz.de/10010338308
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2
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
3
Relationships among US S&P500 stock index, its futures and NASDAQ index futures with volatility spillover and jump diffusion : modeling and hedging performance
Liu, Hsiang-Hsi
;
Lin, Yu-Cheng
- In:
Bulletin of applied economics
8
(
2022
)
1
,
pp. 121-148
Persistent link: https://www.econbiz.de/10013271045
Saved in:
4
The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility
Chuang, Wen-i
;
Liu, Hsiang-hsi
;
Susmel, Rauli
- In:
Global finance journal
23
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009631295
Saved in:
5
Mean-reverting and asymmetric volatility switching properties of stock price index, exchange rate and foreign capital in Taiwan
Liu, Hsiang-hsi
;
Tu, Teng-tsai
- In:
Asian economic journal : journal of the East Asian …
25
(
2011
)
4
,
pp. 375-395
Persistent link: https://www.econbiz.de/10009422686
Saved in:
6
The overconfident trading behavior of individual versus institutional investors
Liu, Hsiang-Hsi
;
Chuang, Wen-I
;
Huang, Jih-Jeng
;
Chen, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 518-539
Persistent link: https://www.econbiz.de/10011626536
Saved in:
7
Nonlinear relationships and volatility spillovers among house prices, interest rates and stock market prices
Liu, Hsiang-Hsi
;
Chen, Sheng-Hung
- In:
International journal of strategic property management
20
(
2016
)
4
,
pp. 371-383
Persistent link: https://www.econbiz.de/10011684548
Saved in:
8
Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi
;
Wang, Teng-Kun
;
Li, Weny
- In:
Research in international business and finance
48
(
2019
),
pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
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