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The influence of direct cross-straits shipping on the smooth transition dynamics of stock volatilities of shipping companies
Liu, Hsiang-Hsi; Wu, Chun-Chou; Su, Yi Kai - In: Applied financial economics 22 (2012) 16, pp. 1331-1343
Persistent link: https://www.econbiz.de/10009959894
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Forecasting time-varying covariance with a range-based dynamic conditional correlation model
Chou, Ray Yeutien; Wu, Chun-Chou; Liu, Nathan - In: Review of quantitative finance and accounting 33 (2009) 4, pp. 327-346
Persistent link: https://www.econbiz.de/10008319400
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Regime-switching in volatility and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung; Wu, Chun-Chou; Su, Yi-Kai - In: Economic modelling 31 (2013), pp. 87-93
Persistent link: https://www.econbiz.de/10010088081
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The GARCH Option Pricing Model: A Modification of Lattice Approach
Wu, Chun-Chou - In: Review of quantitative finance and accounting 26 (2006) 1, pp. 55-66
Persistent link: https://www.econbiz.de/10007145955
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Using the autoregressive conditional duration model to analyse the process of default contagion
Chou, Heng-Chih - In: Applied financial economics 22 (2012) 13, pp. 1111-1121
Persistent link: https://www.econbiz.de/10009842117
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A defaultable callable bond pricing model
Hua, David; Chou, Heng-Chih; Wang, David - In: Investment management and financial innovations 6 (2009) 3, pp. 54-62
Persistent link: https://www.econbiz.de/10009910631
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Measuring and testing the long-term impact of terrorist attacks on the US futures market
Chou, Heng-Chih; Zaabar, Rim; Wang, David - In: Applied economics 45 (2013) 2, pp. 225-238
Persistent link: https://www.econbiz.de/10010053336