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Modelling VaR for foreign-asse...
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Applied Financial Economics
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Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-Ying
;
Liao, Szu-Lang
- In:
Economic Modelling
26
(
2009
)
1
,
pp. 234-240
Persistent link: https://www.econbiz.de/10005171158
Saved in:
2
Portfolio allocation with dynamic risk preferences via reinforcement learning
Chen, Ting-Fu
;
Kuang, Xian-Ji
;
Liao, Szu-Lang
;
Lin, …
- In:
Computational economics
64
(
2024
)
4
,
pp. 2033-2052
Persistent link: https://www.econbiz.de/10015143990
Saved in:
3
Product market competition, R&D investment choice, and real earnings management
Hsiao, Hsiao-Fen
;
Liao, Szu-Lang
;
Su, Chi-Wei
;
Sung, …
- In:
International journal of accounting and information …
25
(
2017
)
3
,
pp. 296-312
Persistent link: https://www.econbiz.de/10011777118
Saved in:
4
The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang
;
Tsai, Tsung-Ying
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 73-85
Persistent link: https://www.econbiz.de/10011603390
Saved in:
5
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
Saved in:
6
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
7
Cojump risks and their impacts on option pricing
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
Saved in:
8
Excess volatility and market efficiency in government bond markets : the ASEAN-5 context
Tang, Kin Boon
;
Shao Jye Wong
;
Lin, Shih-kuei
;
Liao, …
- In:
The journal of asset management
21
(
2020
)
2
,
pp. 154-165
Persistent link: https://www.econbiz.de/10012292759
Saved in:
9
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
Saved in:
10
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
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