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Huang, Alex YiHou
8
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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OLC EcoSci
ECONIS (ZBW)
27
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THE IMPACT OF MAJOR EVENTS FROM THE RECENT FINANCIAL CRISIS ON CREDIT DEFAULT SWAPS
YiHou Huang, Alex
;
Shen, Chung-Hua
;
Chen, Chih-Chun
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 31-44
Persistent link: https://www.econbiz.de/10009828786
Saved in:
2
A value-at-risk approach with kernel estimator
Huang, Alex Yihou
- In:
Applied financial economics
19
(
2009
)
5
,
pp. 379-396
Persistent link: https://www.econbiz.de/10008211955
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3
An optimization process in Value-at-Risk estimation
Huang, Alex YiHou
- In:
Review of financial economics : RFE
19
(
2010
)
3
,
pp. 109-117
Persistent link: https://www.econbiz.de/10008422714
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4
Asymmetric dynamics of stock price continuation
Huang, Alex YiHou
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1839-1856
Persistent link: https://www.econbiz.de/10009961929
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5
Value at risk estimation by quantile regression and kernel estimator
Huang, Alex YiHou
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 225-251
Persistent link: https://www.econbiz.de/10010152300
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6
Information risk and credit contagion
Huang, Alex YiHou
;
Cheng, Chiao-Ming
- In:
Finance research letters
10
(
2013
)
3
,
pp. 116-123
Persistent link: https://www.econbiz.de/10010171336
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7
A value-at-risk approach with kernel estimator
Huang, Alex Yihou
- In:
Applied financial economics
19
(
2009
)
4-6
,
pp. 379-396
Persistent link: https://www.econbiz.de/10008245900
Saved in:
8
An alternative volatility forecasting by backtesting optimization process with GARCH model
Huang, Alex Yihou
;
Li, Fangjhy
;
Hu, Wen-cheng
;
Chen, …
- In:
International journal of economics
5
(
2011
)
2
,
pp. 235-242
Persistent link: https://www.econbiz.de/10009925381
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9
Volatility forecasting by quantile regression
Huang, Alex YiHou
- In:
Applied economics
44
(
2012
)
4
,
pp. 423-434
Persistent link: https://www.econbiz.de/10009817675
Saved in:
10
Volatility forecasting of exchange rate by quantile regression
Huang, Alex YiHou
;
Peng, Sheng-Pen
;
Li, Fangjhy
;
Ke, …
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 591-607
Persistent link: https://www.econbiz.de/10009030738
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