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A defaultable callable bond pricing model

Hua, David; Chou, Heng-chih; Wang, David - In: Investment management and financial innovations 6 (2009) 3, pp. 54-62

Persistent link: https://www.econbiz.de/10003919413

The expiration effects of stock-index derivatives : empirical evidence from the Taiwan future exchange

Chou, Heng-chih; Chen, Wei-ning; Chen, Dar-hsin - In: Emerging markets finance & trade : a journal of the … 42 (2006) 5, pp. 81-102

Persistent link: https://www.econbiz.de/10003384964

Return lead-lag and volatility transmission in shipping freight markets

Hsiao, Yao-Jen; Chou, Heng-chih; Wu, Chun-chou - In: Maritime policy and management : MPM 41 (2014) 7, pp. 697-714

Persistent link: https://www.econbiz.de/10010511490

Measuring and testing the long-term impact of terrorist attacks on the US futures market

Chou, Heng-chih; Zaabar, Rim; Wang, David - In: Applied economics 45 (2013) 1/3, pp. 225-238

Persistent link: https://www.econbiz.de/10009713046

Long memory and the relation between options and stock prices

Huang, Teng-Ching; Tu, Yu-Chen; Chou, Heng-chih - In: Finance research letters 12 (2015), pp. 77-91

Persistent link: https://www.econbiz.de/10011552258

Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates

Chang, Chao-chi; Chou, Heng-chih; Wu, Chun-chou - In: Maritime economics & logistics : a quarterly scientific … 16 (2014) 3, pp. 298-320

Persistent link: https://www.econbiz.de/10010414973

Fear index and freight rates in dry-bulk shipping markets

Wu, Chih-Yuan; Chou, Heng-chih; Liu, Chiung-Lin - In: Applied economics 53 (2021) 11, pp. 1235-1248

Persistent link: https://www.econbiz.de/10012485167

The use of technical analysis in sale-and-purchase transactions of secondhand ships

Chou, Heng-chih; Chen, Dar-hsin - In: Maritime economics & logistics : a quarterly scientific … 21 (2019) 2, pp. 223-240

Persistent link: https://www.econbiz.de/10012101973

Exploring risk-return relations in dry bulk shipping

Kuo, Chih-Chen; Chou, Heng-chih; Chang, Chih-Ching - In: International journal of shipping and transport … 8 (2016) 4, pp. 488-506

Persistent link: https://www.econbiz.de/10011617804

Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates

Chang, Chao-Chi; Chou, Heng Chih; Wu, Chun Chou - In: Maritime Economics and Logistics 16 (2014) 3, pp. 298-320

This study aims to apply value-at-risk (VaR) models to evaluate the risk of dry bulk freight rates when there is an asymmetric long-memory volatility process. The VaR estimations as well as expected shortfalls for both short and long trading positions are conducted. We use the Fractionally...

Persistent link: https://www.econbiz.de/10010886820