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Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-Ming; Yeh, Jin-Huei; Hsu, Yu-Chin - In: Journal of econometrics 150 (2009) 2, pp. 261-270
Persistent link: https://www.econbiz.de/10008253322
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Guest editors’ introduction
Kuan, Chung-Ming; Hong, Yongmiao - In: Journal of econometrics 150 (2009) 2, pp. 117-118
Persistent link: https://www.econbiz.de/10008253333
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Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states
Huang, Yu-Lieh; Huang, Chao-Hsi; Kuan, Chung-Ming - In: Journal of macroeconomics 30 (2008) 4, pp. 1816
Persistent link: https://www.econbiz.de/10008143006
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An encompassing test for non-nested quantile regression models
Kuan, Chung-Ming; Lin, Hsin-Yi - In: Economics letters 107 (2010) 2, pp. 257-261
Persistent link: https://www.econbiz.de/10008400740
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An Unobserved-Component Model With Switching Permanent and Transitory Innovations
Kuan, Chung-Ming; Huang, Yu-Lieh; Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 443-454
Persistent link: https://www.econbiz.de/10008223080
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Causality in quantiles and dynamic stock return–volume relations
Chuang, Chia-Chang; Kuan, Chung-Ming; Lin, Hsin-Yi - In: Journal of banking & finance 33 (2009) 7, pp. 1351
Persistent link: https://www.econbiz.de/10008239840
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Saving and housing of Taiwanese households: New evidence from quantile regression analyses
Chen, Chien-Liang; Kuan, Chung-Ming; Lin, Chu-Chia - In: Journal of housing economics 16 (2007) 2, pp. 102-126
Persistent link: https://www.econbiz.de/10007758039
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Change-point estimation of nonstationary I(d) processes
Hsu, Yu-Chin; Kuan, Chung-Ming - In: Economics letters 98 (2008) 2, pp. 115-121
Persistent link: https://www.econbiz.de/10007893863
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Corrigendum to “The pseudo-true score encompassing test for non-nested hypotheses”
Chen, Yi-Ting; Kuan, Chung-Ming - In: Journal of econometrics 141 (2007) 2, pp. 1412-1417
Persistent link: https://www.econbiz.de/10007859748
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A new test of the martingale difference hypothesis
Kuan, Chung-Ming; Lee, Wei-Ming - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4
Persistent link: https://www.econbiz.de/10009949828