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The impact of settlement time on the volatility of stock markets
Li, D.; Lin, S.-K.; Li, C. - In: Applied financial economics 7 (1997) 6, pp. 689-694
Persistent link: https://www.econbiz.de/10007697950
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A tale of two regimes: Theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
Chang, Charles; Fuh, Cheng-Der; Lin, Shih-Kuei - In: Journal of banking & finance 37 (2013) 8, pp. 3204-3217
Persistent link: https://www.econbiz.de/10010132130
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Devaluation and pass-through in indebted and risky economies
Wang, Shin-Yun; Lin, Shih-Kuei - In: International review of economics & finance : IREF 19 (2010) 1, pp. 36-46
Persistent link: https://www.econbiz.de/10008350037
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The pricing and hedging of structured notes with systematic jump risk: An analysis of the USD knock-out reversed swap
Wang, Shin-Yun; Lin, Shih-Kuei - In: International review of economics & finance : IREF 19 (2010) 1, pp. 106-119
Persistent link: https://www.econbiz.de/10008894604
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The valuation of contingent capital with catastrophe risks
Lin, Shih-Kuei; Chang, Chia-Chien; Powers, Michael R. - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 65-74
Persistent link: https://www.econbiz.de/10008895439
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Application of hidden Markov switching moving average model in the stock markets: Theory and empirical evidence
Lin, Shih-Kuei; Wang, Shin-Yun; Tsai, Pei-Ling - In: International review of economics & finance : IREF 18 (2009) 2, pp. 306-318
Persistent link: https://www.econbiz.de/10008896639
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The valuation of contingent capital with catastrophe risks
Lin, Shih-Kuei; Chang, Chia-Chien; Powers, Michael R. - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 65-73
Persistent link: https://www.econbiz.de/10008277116
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Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts
Chen, Ming-Chi; Chang, Chia-Chien; Lin, Shih-Kuei; … - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 399-423
Persistent link: https://www.econbiz.de/10008410502
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Application of hidden Markov switching moving average model in the stock markets: Theory and empirical evidence
Lin, Shih-Kuei; Wang, Shin-Yun; Tsai, Pei-Ling - In: International review of economics & finance : IREF 18 (2009) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10008225872
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Pricing models of equity swaps
Wang, Ming-Chieh; Liao, Szu-Lang - In: The journal of futures markets 23 (2003) 8, pp. 751-772
Persistent link: https://www.econbiz.de/10006822269