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The valuation of contingent claims using alternative numerical methods
Chang, Chuang-Chang; Lin, Jun-Biao - In: Journal of international financial markets, … 20 (2010) 5, pp. 490-509
Persistent link: https://www.econbiz.de/10008722495
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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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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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Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading
Chou, Pin-Huang; Li, Wen-Shen; Lin, Jun-Biao; Wang, Jane-Sue - In: International review of financial analysis 15 (2006) 4, pp. 363-376
Persistent link: https://www.econbiz.de/10007278300
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Do ETFs provide effective international diversification?
Huang, Mei-Yueh; Lin, Jun-Biao - In: Research in international business and finance 25 (2011) 3, pp. 335-345
Persistent link: https://www.econbiz.de/10009133676
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Static Hedging and Pricing American Knock-Out Options
Chung, San-Lin; Shih, Pai-Ta; Tsai, Wei-Che - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 23-48
Persistent link: https://www.econbiz.de/10010135722
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Applying recurrent event analysis to understand the causes of changes in firm credit ratings
Chen, Yan-Shing; Ho, Po-Hsin; Lin, Chih-Yung; Tsai, Wei-Che - In: Applied financial economics 22 (2012) 12, pp. 977-989
Persistent link: https://www.econbiz.de/10009837727
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Static hedging and pricing American knock-in put options
Chung, San-Lin; Shih, Pai-Ta; Tsai, Wei-Che - In: Journal of banking & finance 37 (2013) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10010053707
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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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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