//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Re-evaluating the major factor...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Portfolio selection
6
Portfolio-Management
6
Stochastic process
5
Stochastischer Prozess
5
Risikomaß
4
Risk measure
4
Volatility
4
Volatilität
4
Aktienmarkt
3
Option pricing theory
3
Optionspreistheorie
3
Stock market
3
Ausreißer
2
Börsenkurs
2
Entropie
2
Entropy
2
Estimation
2
Estimation theory
2
Fälligkeit
2
Maturity
2
Outliers
2
Schätztheorie
2
Schätzung
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic volatility
2
Structural break
2
Strukturbruch
2
USA
2
United States
2
almost stochastic dominance
2
(conditional) Value-at-Risk
1
ARCH model
1
ARCH-Modell
1
Almost stochastic dominance
1
Anlageverhalten
1
Artificial intelligence
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
19
Aufsatz im Buch
1
Book section
1
Language
All
English
19
Author
All
Liu, Wei-han
12
Liu, Wei-Han
6
Chang, Jow-Ran
4
Miller, Douglas J.
2
Chen, Tzu-ying
1
Gan, Lirong
1
Han, Chuan-Hsiang
1
Huang, Ho-chuan
1
Liu, Wei-hn
1
Nguyen, Phong Minh
1
Yang, Guo-Jun
1
Yeh, Chih-chuan
1
more ...
less ...
Published in...
All
Applied economics
5
Review of quantitative finance and accounting
2
The journal of futures markets
2
Computational economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Journal of the Asia Pacific economy
1
The European journal of finance
1
The journal of derivatives : JOD
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A re-examination of maturity effect of energy futures price from the perspective of stochastic volatility
Liu, Wei-han
- In:
Energy economics
56
(
2016
),
pp. 351-362
Persistent link: https://www.econbiz.de/10011664251
Saved in:
2
National culture effects on stock market volatility level
Liu, Wei-han
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
4
,
pp. 1229-1253
Persistent link: https://www.econbiz.de/10012115296
Saved in:
3
Estimation and testing of portfolio Value-at-Risk based on L-comoment matrices
Liu, Wei-han
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 897-908
Persistent link: https://www.econbiz.de/10008900925
Saved in:
4
Lunar calendar effect : evidence of the Chinese Farmer's Calendar on the equity markets in East Asia
Liu, Wei-han
- In:
Journal of the Asia Pacific economy
18
(
2013
)
4
,
pp. 560-593
Persistent link: https://www.econbiz.de/10010204060
Saved in:
5
Do futures prices exhibit maturity effect? : a nonparametric revisit
Liu, Wei-han
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 813-825
Persistent link: https://www.econbiz.de/10010398924
Saved in:
6
Detecting structural breaks in tail behaviour : from the perspective of fitting the generalized Pareto distribution
Liu, Wei-han
- In:
Applied economics
45
(
2013
)
10/12
,
pp. 1273-1286
Persistent link: https://www.econbiz.de/10009718411
Saved in:
7
An empirical re-examination of extreme tail behavior : testing the assumptions of the power laws and the generalized Pareto distribution on the financial series
Liu, Wei-Han
- In:
Applied economics
51
(
2019
)
30
,
pp. 3310-3324
Persistent link: https://www.econbiz.de/10012196832
Saved in:
8
Attaining stochastic optimal control over debt ratios in U.S. markets
Liu, Wei-han
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 967-993
Persistent link: https://www.econbiz.de/10014342125
Saved in:
9
On the recovery of joint distributions from limited information
Miller, Douglas J.
;
Liu, Wei-han
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 259-274
Persistent link: https://www.econbiz.de/10001651297
Saved in:
10
Convergence in price levels across US cities
Huang, Ho-chuan
;
Liu, Wei-han
;
Yeh, Chih-chuan
- In:
Economics letters
114
(
2012
)
3
,
pp. 245-248
Persistent link: https://www.econbiz.de/10009550805
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->