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ECONIS (ZBW)
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A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH
Lee, Mingchih
;
Chiou, Jer-shiou
;
Lin, Cho-min
- In:
Applied financial economics letters
2
(
2006
)
3
,
pp. 183-188
Persistent link: https://www.econbiz.de/10003326276
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2
Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Mingchih
;
Cheng, Wan-hsiu
- In:
Applied economics
39
(
2007
)
7/9
,
pp. 903-913
Persistent link: https://www.econbiz.de/10003484155
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3
Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process
Chiou, Jer-shiou
;
Wu, Pei-shan
;
Lee, Mingchih
- In:
Applied financial economics
16
(
2006
)
17
,
pp. 1309-1316
Persistent link: https://www.econbiz.de/10003387430
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4
The intraday behaviors and relationships with its underlying assets : evidence on option market in Taiwan
Lee, Mingchih
;
Chen, Chun-Da
- In:
International review of financial analysis
14
(
2005
)
5
,
pp. 587-603
Persistent link: https://www.econbiz.de/10003228991
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5
Removal of an investment restriction : the 'B' share experience from China's stock markets
Chiu, Chien-liang
;
Lee, Mingchih
;
Chen, Chun-Da
- In:
Applied financial economics
15
(
2005
)
4
,
pp. 273-285
Persistent link: https://www.econbiz.de/10002606265
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6
Normal and abnormal information transmissions : evidence from China's stock markets
Chiu, Chien-liang
;
Hung, Jui-cheng
- In:
Applied economics letters
14
(
2007
)
10/12
,
pp. 863-870
Persistent link: https://www.econbiz.de/10003589467
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7
Jump risk of presidential election : evidence from Taiwan stock and foreign exchange markets
Hung, Jui-cheng
;
Jiang, Shi-jie
;
Chiu, Chien-liang
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2231-2240
Persistent link: https://www.econbiz.de/10003589802
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8
Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang
;
Lee, Ming-chih
;
Hung, Jui-cheng
- In:
Applied financial economics
15
(
2005
)
15
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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9
Do price jumps matter in volatility forecasts of US treasury futures?
Zhang, Xueer
;
Hung, Jui-Cheng
;
Chiu, Chien-Liang
-
2025
Persistent link: https://www.econbiz.de/10015376629
Saved in:
10
Evaluation of realized multi-power variations in minimum variance hedging
Hung, Jui-Cheng
- In:
Economic modelling
51
(
2015
),
pp. 672-679
Persistent link: https://www.econbiz.de/10011476357
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