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Jump risk of presidential election : evidence from Taiwan stock and foreign exchange markets
Hung, Jui-cheng; Jiang, Shi-jie; Chiu, Chien-liang - In: Applied economics 39 (2007) 16/18, pp. 2231-2240
Persistent link: https://www.econbiz.de/10003589802
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Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien; Chiu, Chien-liang - In: Applied economics 43 (2011) 13/15, pp. 1935-1943
Persistent link: https://www.econbiz.de/10009240247
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Value-at-risk estimation with the optimal dynamic biofuel portfolio
Chang, Ting-huan; Su, Hsin-mei; Chiu, Chien-liang - In: Energy economics 33 (2011) 2, pp. 264-272
Persistent link: https://www.econbiz.de/10009261932
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Effects of structural changes on the risk characteristics of REIT returns
Wu, Pei-shan; Huang, Chien-ming; Chiu, Chien-liang - In: International review of economics & finance : IREF 20 (2011) 4, pp. 645-653
Persistent link: https://www.econbiz.de/10009303899
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Why does skewness and the fat-tail effect influence value-at-risk estimates? : evidence from alternative capital markets
Su, Jung-bin; Lee, Ming-chih; Chiu, Chien-Liang - In: International review of economics & finance : IREF 31 (2014), pp. 59-85
Persistent link: https://www.econbiz.de/10010490442
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Structural changes in foreign investors' trading behavior and the corresponding impact on Taiwan's stock market
Lin, Cho-min; Lee, Yen-Hsien; Chiu, Chien-liang - In: Research in international business and finance 23 (2009) 1, pp. 78-89
Persistent link: https://www.econbiz.de/10003802253
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Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Removal of an investment restriction : the 'B' share experience from China's stock markets
Chiu, Chien-liang; Lee, Mingchih; Chen, Chun-Da - In: Applied financial economics 15 (2005) 4, pp. 273-285
Persistent link: https://www.econbiz.de/10002606265
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Political elections and foreign investor trading in South Korea's financial markets
Chiu, Chien-liang; Chen, Chun-Da; Tang, Wan-wei - In: Applied economics letters 12 (2005) 11, pp. 673-677
Persistent link: https://www.econbiz.de/10003110425