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~language:"eng"
~person:"Chiang, Thomas C."
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
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Chiang, Thomas C.
McAleer, Michael
19
Ardia, David
13
Stoja, Evarist
13
Polanski, Arnold
12
Hammoudeh, Shawkat
11
Bali, Turan G.
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Zakoïan, Jean-Michel
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Jiang, Hao
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Advances in Pacific Basin business, economics, and finance
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1
Downside risk and stock returns : an empirical analysis of the long-run and short-run dynamics from the G-7 Countries
Chen, Cathy Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
-
2016
notion that notion that downside risk measured by value value
value-at
-
risk
( risk (VaRVaRVaR) has significant information …
Persistent link: https://www.econbiz.de/10011437764
Saved in:
2
Empirical analysis of economic policy uncertainty and stock returns in Asian markets
Chiang, Thomas C.
- In:
Advances in Pacific Basin business, economics, and finance
7
(
2019
),
pp. 63-87
Persistent link: https://www.econbiz.de/10012582246
Saved in:
3
Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets
Chiang, Thomas C.
- In:
Research in international business and finance
47
(
2019
),
pp. 264-278
Persistent link: https://www.econbiz.de/10012135733
Saved in:
4
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
5
Empirical analysis of the intertemporal relationship between downside risk and expected returns : evidence from time-varying transition probability models
Chen, Cathy Yi-Hsuan
;
Chiang, Thomas C.
- In:
European financial management : the journal of the …
22
(
2016
)
5
,
pp. 749-796
Persistent link: https://www.econbiz.de/10011713148
Saved in:
6
Cross-sectional return dispersions and risk in global equity markets
Chiang, Thomas C.
- In:
Stock market volatility
,
(pp. 361-376)
.
2009
Persistent link: https://www.econbiz.de/10003830590
Saved in:
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