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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. 273-286
Persistent link: https://www.econbiz.de/10007643987
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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) 17, pp. 2231-2240
Persistent link: https://www.econbiz.de/10007793432
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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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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. 645-654
Persistent link: https://www.econbiz.de/10009030734
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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) 15, pp. 1935-1944
Persistent link: https://www.econbiz.de/10009134015
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Restricted VAR hedging with the presence of multiple breaks
Chiu, Chien-Liang; Chiou, Jer-Shiou; Wu, Pei-Shan - In: Zagreb international review of economics & business 10 (2007) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10009948550
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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. 264-273
Persistent link: https://www.econbiz.de/10008814634
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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
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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