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14
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2
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OLC EcoSci
ECONIS (ZBW)
81
RePEc
43
Showing
1
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of
33
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1
Global and regional range-based volatility spillover effects
Lee, Yen-hsien
- In:
Emerging markets review
14
(
2013
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010117065
Saved in:
2
The impact of deregulation on stock market efficiency
Lee, Yen-hsien
- In:
The international journal of business and finance …
4
(
2010
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009897476
Saved in:
3
A dynamic correlation analysis of international investor sentiments during the sub-prime mortgage crisis
Lee, Yen-hsien
- In:
The International journal of finance
23
(
2011
)
4
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10010039048
Saved in:
4
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. 29-44
Persistent link: https://www.econbiz.de/10006237360
Saved in:
5
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
Persistent link: https://www.econbiz.de/10007638720
Saved in:
6
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
Persistent link: https://www.econbiz.de/10007877507
Saved in:
7
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
)
18
,
pp. 2403
Persistent link: https://www.econbiz.de/10007797731
Saved in:
8
Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Ming-Chih
;
Cheng, Wan-Hsiu
- In:
Applied economics
39
(
2007
)
7-9
,
pp. 903-914
Persistent link: https://www.econbiz.de/10007742435
Saved in:
9
Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Ming-Chih
;
Cheng, Wan-Hsiu
- In:
Applied economics
39
(
2007
)
7
,
pp. 903-914
Persistent link: https://www.econbiz.de/10007732236
Saved in:
10
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/10007917050
Saved in:
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