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Stochastic properties and predictability of intraday Taiwan exchange rates
Chen, An-Sing; Leung, Mark T. - In: International review of financial analysis 7 (1998) 3, pp. 207-220
Persistent link: https://www.econbiz.de/10001356592
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Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang; Chang, Chien-Hung; Kuo, Chii-Shyan; … - In: International review of economics & finance : IREF 40 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
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Shareholder heterogeneity : further evidence
Lee, Yi-tsung; Liaw, Gwohorng - In: Advances in investment analysis and portfolio … 9 (2002), pp. 181-202
Persistent link: https://www.econbiz.de/10001695514
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Forecasting the S&P 500 index volatility
Chen, An-sing - In: International review of economics & finance : IREF 6 (1997) 4, pp. 391-404
Persistent link: https://www.econbiz.de/10001235520
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Volatility of exchange rate futures and high-low price spreads
Chen, An-sing - In: Journal of economics and finance 21 (1997) 1, pp. 33-42
Persistent link: https://www.econbiz.de/10001248741
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Exploring new ways to forecast stock return volatilities
Chen, An-sing - 1994
Persistent link: https://www.econbiz.de/10000915944
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Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing; Chang, Hung-Chou; Cheng, Lee-Young - In: The North American journal of economics and finance : a … 47 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
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The affine styled-facts price dynamics for the natural gas : evidence from daily returns and option prices
Hsu, Chih-Chen; Chen, An-sing; Lin, Shih-kuei - In: Review of quantitative finance and accounting 48 (2017) 3, pp. 819-848
Persistent link: https://www.econbiz.de/10011796892