hedging performance and volatility risk in option markets: application to Standard and Poorś 500 and Taiwan index options … and their impacts on Taiwan and Hong Kong, prediction and simulation using simple models characterized by nonstationarity …

arrivals from Japan to Taiwan and New Zealand. However, other explanatory variables, such as real income in the origin country … New Zealand and Taiwan based on seasonally unadjusted quarterly data for 1980(1) to 2004(2). The empirical results of the …

the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … sources to Taiwan, namely USA, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …

the empirical analysis is for Taiwan, where we have three decades of quarterly data available of forecasts and their … updates of the inflation rate and real GDP growth rate. Our empirical results suggest that the forecast updates for Taiwan are …

In this paper, the annual maximum daily rainfall data from 1961 to 2010 are modelled for 18 stations in Taiwan. We fit … based on the record-high (ranked 1st) extreme rainfall brought by the top 10 typhoons for each station in Taiwan. The … extreme rainfall in the southern region is greater than in the eastern region of Taiwan. In addition, the Keelung, Anbu …

Taiwan, and detect the changes between the two phases for extreme rainfall. The non-stationary model means that the location … generalized extreme value distributions to model extreme rainfall in Taiwan. …