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The Euro and European financial market dependence
Bartram, Söhnke M.; Taylor, Stephen J.; Wang, Yaw-Huei - In: Journal of banking & finance 31 (2007) 5, pp. 1461-1482
Persistent link: https://www.econbiz.de/10007724978
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The relationships between sentiment, returns and volatility
Wang, Yaw-Huei; Keswani, Aneel; Taylor, Stephen J. - In: International journal of forecasting 22 (2006) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10006955679
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Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei; Wang, Yun-yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10009958505
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Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
Chang, Chuang-Chang; Hsieh, Pei-Fang; Wang, Yaw-Huei - In: Journal of banking & finance 34 (2010) 1, pp. 127-139
Persistent link: https://www.econbiz.de/10008349485
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Dynamic hedging with futures: A copula-based GARCH model
Hsu, Chih-Chiang; Tseng, Chih-Ping; Wang, Yaw-Huei - In: The journal of futures markets 28 (2008) 11, pp. 1095
Persistent link: https://www.econbiz.de/10008099573
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Bounds and prices of currency cross-rate options
Chung, San-Lin; Wang, Yaw-Huei - In: Journal of banking & finance 32 (2008) 5, pp. 631-642
Persistent link: https://www.econbiz.de/10007995473
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Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-Chang; Lin, Jun-Biao; Tsai, Wei-Che; … - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 383-407
Persistent link: https://www.econbiz.de/10010021405
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Information content of options trading volume for future volatility: Evidence from the Taiwan options market
Chang, Chuang-Chang; Hsieh, Pei-Fang; Wang, Yaw-Huei - In: Journal of banking & finance 34 (2010) 1, pp. 174-184
Persistent link: https://www.econbiz.de/10008894553
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Bounds and prices of currency cross-rate options
Chung, San-Lin; Wang, Yaw-Huei - In: Journal of banking & finance 32 (2008) 5, pp. 631-643
Persistent link: https://www.econbiz.de/10008883960
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THE IMPACT OF JUMP DYNAMICS ON THE PREDICTIVE POWER OF OPTION-IMPLIED DENSITIES
Wang, Yaw-Huei - In: The journal of derivatives : the official publication … 16 (2009) 3, pp. 9-22
Persistent link: https://www.econbiz.de/10008230597