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~isPartOf:"Computational economics"
~isPartOf:"International review of economics & finance : IREF"
~person:"Yu, Min-Teh"
~subject:"Risk measure"
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Computational economics
International review of economics & finance : IREF
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Integrated portfolio risk measure : estimation and asymptotics of multivariate geometric quantiles
Sun, Edward W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 627-652
Persistent link: https://www.econbiz.de/10012053017
Saved in:
2
Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
Saved in:
3
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry
Chang, Carolyn C. W.
;
Li, Xiaodan
;
Lin, Edward M. H.
; …
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 273-284
Persistent link: https://www.econbiz.de/10012033479
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