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isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~person:"Lee, Cheng F."
~person:"Yang, Sheng-Yung"
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Lee, Cheng F.
Yang, Sheng-Yung
Chiang, Thomas C.
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Review of quantitative finance and accounting
Review of Pacific Basin financial markets and policies
International review of economics & finance : IREF
1
The financial review : the official publication of the Eastern Finance Association
1
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1
Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.
;
Li, Jiandong
;
Yang, Sheng-Yung
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
Saved in:
2
Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.
;
Su, Jung-bin
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
Saved in:
3
Variation in stock return risks : an international comparison
Chiou, Wan-jiun Paul
;
Lee, Alice C.
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 245-266
Persistent link: https://www.econbiz.de/10003871586
Saved in:
4
International asset excess returns and multivariate conditional volatilities
Chiang, Thomas C.
;
Yang, Sheng-Yung
- In:
Review of quantitative finance and accounting
24
(
2005
)
3
,
pp. 295-312
Persistent link: https://www.econbiz.de/10002851961
Saved in:
5
Intraday return volatility process : evidence from NASDAQ stocks
Rahman, Shafiqur
;
Lee, Cheng F.
;
Ang, Kian Ping
- In:
Review of quantitative finance and accounting
19
(
2002
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001719974
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