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Valuation of quanto options in a Markovian regime-switching market : a Markov-modulated Gaussian HJM model
Chen, Son-nan; Chiang, Mi-hsiu; Hsu, Pao-peng; Li, Chang-yi - In: Finance research letters 11 (2014) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10010441191
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RE-EXAMINING THE MARKET MODEL GIVEN EVIDENCE OF HETEROSKEDASTICITY
Chen, Son-Nan - In: Journal of Financial Research 2 (1979) 2, pp. 111-118
Persistent link: https://www.econbiz.de/10010889233
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AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY
Pari, Robert A.; Chen, Son-Nan - In: Journal of Financial Research 7 (1984) 2, pp. 121-130
Persistent link: https://www.econbiz.de/10010889435
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Uncertain Inflation and Optimal Portfolio Selection: A Simplified Approach.
Chen, Son-Nan; Moore, William T - In: The Financial Review 20 (1985) 4, pp. 343-56
Persistent link: https://www.econbiz.de/10005233937
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Multi-Period Asset Pricing: The Effects of Uncertain Inflation.
Chen, Son-Nan; Moore, William T - In: The Financial Review 19 (1984) 2, pp. 208-21
Persistent link: https://www.econbiz.de/10005233983
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On selectivity and market timing ability of U.S.-based international mutual funds: Using refined Jensen's measure
Chen, Son-Nan; Jang, Hoyoon - In: Global Finance Journal 5 (1994) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10005235080
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International real interest rate parity with error correction models
Byun, Jong-Cook; Chen, Son-Nan - In: Global Finance Journal 7 (1996) 2, pp. 129-151
Persistent link: https://www.econbiz.de/10005235269
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An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas
Chen, Son-Nan - In: Journal of Financial and Quantitative Analysis 17 (1982) 02, pp. 265-286
Persistent link: https://www.econbiz.de/10005243768
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An intertemporal capital asset pricing model under heterogeneous beliefs
Chen, Son-Nan - In: Journal of Economics and Business 38 (1986) 4, pp. 317-330
Persistent link: https://www.econbiz.de/10005301655
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Bayesian and mixed estimators of time varying betas
Chen, Son-Nan; Lee, Cheng F. - In: Journal of Economics and Business 34 (1982) 4, pp. 291-301
Persistent link: https://www.econbiz.de/10005301658