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Lee, Ming-Chih
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International review of economics & finance : IREF
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OLC EcoSci
ECONIS (ZBW)
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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:
2
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/10009897421
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3
Hedging with zero-value at risk hedge ratio
Hung, Jui-Cheng
;
Chiu, Chien-Liang
;
Lee, Ming-Chih
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 259-270
Persistent link: https://www.econbiz.de/10007635771
Saved in:
4
Hedging with Floor-Traded and E-mini Stock Index Futures
Chiu, Chien-Liang
;
Wu, Pei-Shan
;
Chen, Chun-Da
;
Cheng, …
- In:
Quarterly journal of business and economics : QJBE
44
(
2005
)
3-4
,
pp. 49-68
Persistent link: https://www.econbiz.de/10006235271
Saved in:
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. 273-286
Persistent link: https://www.econbiz.de/10007643987
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6
Economic determinants of comovement across international stock markets: the example of Taiwan and its key trading partners
Lin, Cho-Min
;
Cheng, Wan-Hsiu
- In:
Applied economics
40
(
2008
)
7-9
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10008070044
Saved in:
7
Economic determinants of comovement across international stock markets: the example of Taiwan and its key trading partners
Lin, Cho-Min
;
Cheng, Wan-Hsiu
- In:
Applied economics
40
(
2008
)
9
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10007995402
Saved in:
8
Economic determinants of comovement across international stock markets: the example of Taiwan and its key trading partners
Lin, Cho-Min
;
Cheng, Wan-Hsiu
- In:
Applied economics
40
(
2008
)
9
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10008931811
Saved in:
9
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:
10
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
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