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Economic determinants of comov...
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ECONIS (ZBW)
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31
Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Ming-Chih
;
Cheng, Wan-Hsiu
- In:
Applied economics
39
(
2007
)
7
,
pp. 903-914
Persistent link: https://www.econbiz.de/10007732236
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32
Tests of the CAPM under structural changes
Huang, Ho-Chuan
;
Cheng, Wan-hsiu
- In:
International economic journal
19
(
2005
)
4
,
pp. 523-542
Persistent link: https://www.econbiz.de/10007021189
Saved in:
33
Enhancing forecast accuracy by using long estimation periods
Lee, Ming-chih
;
Chiu, Chien-liang
;
Cheng, Wan-hsiu
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009897421
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34
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-Hsiu
;
Hung, Jui-Cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-174
Persistent link: https://www.econbiz.de/10008769857
Saved in:
35
Hedging with floor-traded and E-mini stock index futures
Chiu, Chien-liang
;
Wu, Pei-shan
;
Chen, Chun-Da
;
Cheng, …
- In:
Quarterly journal of business and economics : QJBE
44
(
2005
)
3/4
,
pp. 49-68
Persistent link: https://www.econbiz.de/10003059289
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36
The announcement effects of restricted open market share repurchases : experience from Taiwan
Chen, Miao-sheng
;
Chen, Chao-liang
;
Cheng, Wan-hsiu
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
3
,
pp. 335-354
Persistent link: https://www.econbiz.de/10002228392
Saved in:
37
Enhancing forecast accuracy by using long estimation periods
Lee, Ming-chih
;
Chiu, Chien-liang
;
Cheng, Wan-hsiu
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003955531
Saved in:
38
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
39
Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Mingchih
;
Cheng, Wan-hsiu
- In:
Applied economics
39
(
2007
)
7/9
,
pp. 903-913
Persistent link: https://www.econbiz.de/10003484155
Saved in:
40
Tests of the CAPM under structural changes
Huang, Ho-chuan
;
Cheng, Wan-hsiu
- In:
International economic journal
19
(
2005
)
4
,
pp. 523-541
Persistent link: https://www.econbiz.de/10003242855
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