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An econometric approach to performance determinants of Asian container terminals
Song, D.-W.; Han, C.-H. - In: International journal of transport economics : IJTE 31 (2004) 1, pp. 39-54
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006417758
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Generalized control variate methods for pricing Asian options
Han, Chuan-Hsiang; Lai, Yongzeng - In: The journal of computational finance 14 (2010) 2, pp. 87-119
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008787348
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Lunar calendar effect: evidence of the Chinese Farmer's Calendar onthe equity markets in East Asia
Liu, Wei-han - In: Journal of the Asia Pacific economy 18 (2013) 4, pp. 560-593
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010184037
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Improved estimation of portfolio value-at-risk under copula models with mixed marginals
Miller, Douglas J.; Liu, Wei-Han - In: The journal of futures markets 26 (2006) 10, pp. 997-1018
Persistent link: https://ebvufind01.dmz1.zbw.eu/10007283465
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Convergence in price levels across US cities
Huang, Ho-Chuan (River); Liu, Wei-Han; Yeh, Chih-Chuan - In: Economics letters 114 (2012) 3, pp. 245-249
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009825460
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Detecting structural breaks in tail behaviour from the perspective of fitting the generalized Pareto distribution
Liu, Wei-han - In: Applied economics 45 (2013) 10, pp. 1273-1286
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010053418
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On the recovery of joint distributions from limited information
Miller, Douglas J.; Liu, Wei-han - In: Journal of econometrics 107 (2002) 1, pp. 259-274
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006770114