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Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Applied economics 47 (2015) 19/21, pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
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Comparing hedging effectiveness of portfolios in the greater Chinese stock exchanges : evidence from a modified value-at-risk model
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 3, pp. 508-526
Persistent link: https://www.econbiz.de/10012211476
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An analysis of political changes on Nikkei 225 stock returns and volatilities
Lin, Chin-tsai; Wang, Yi-hsien - In: Annals of economics and finance 6 (2005) 1, pp. 169-183
Persistent link: https://www.econbiz.de/10003072783
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Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng; Lou, Tien-wei; Wang, Yi-hsien; Lee, Jun-de - In: Applied economics 45 (2013) 28/30, pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
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Applied hybrid GARCH model to forecast the stock market volatility
Lin, Chin-tsai; Wang, Yi-hsien - In: The Indian journal of economics 87 (2007) 3, pp. 391-408
Persistent link: https://www.econbiz.de/10003487550
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The effect of congressional sessions on the stock market in emerging democracy : the case of Taiwan
Wang, Yi-hsien; Lin, Chin-tsai - In: Hitotsubashi journal of economics 48 (2007) 2, pp. 199-212
Persistent link: https://www.econbiz.de/10003619597
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The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng; Su, Jung-Bin; Chang, Matthew C.; Wang, … - In: Applied economics 52 (2020) 3, pp. 242-259
Persistent link: https://www.econbiz.de/10012197387