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1
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-chih
;
Hung, Jui-cheng
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2403-2412
Persistent link: https://www.econbiz.de/10003590359
Saved in:
2
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
Saved in:
3
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-cheng
;
Lee, Ming-chih
;
Liu, Hung-Chun
- In:
Energy economics
30
(
2008
)
3
,
pp. 1173-1191
Persistent link: https://www.econbiz.de/10003744851
Saved in:
4
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
Saved in:
5
Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency
Hung, Jui-cheng
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 843-857
Persistent link: https://www.econbiz.de/10003873638
Saved in:
6
Studies on the effect of trading volume and return volatility on call warrants and underlying stocks in Taiwan
Chiu, Chien-liang
;
Lee, Ming-chih
;
Lin, Cho-min
;
Chen, …
- In:
Quarterly journal of business and economics : QJBE
44
(
2005
)
1/2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10002893906
Saved in:
7
The role of SGT distribution in Value-at-Risk estimation : evidence from the WTI crude oil market
Liu, Hung-Chun
;
Lee, Ming-chih
;
Chang, Ching-Mo
- In:
Investment management and financial innovations
6
(
2009
)
1
,
pp. 86-95
Persistent link: https://www.econbiz.de/10003917409
Saved in:
8
Enhancing forecast accuracy by using long estimation periods
Lee, Ming-chih
;
Chiu, Chien-liang
;
Cheng, Wan-hsiu
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003955531
Saved in:
9
Threshold effect of the economic growth rate on the renewable energy development from a change in energy price : evidence from OECD countries
Chang, Ting-Huan
;
Huang, Chien-Ming
;
Lee, Ming-chih
- In:
Energy policy
37
(
2009
)
12
,
pp. 5796-5802
Persistent link: https://www.econbiz.de/10003916970
Saved in:
10
Why does skewness and the fat-tail effect influence value-at-risk estimates? : evidence from alternative capital markets
Su, Jung-Bin
;
Lee, Ming-chih
;
Chiu, Chien-Liang
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 59-85
Persistent link: https://www.econbiz.de/10010490442
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