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Hedging with floor-traded and E-mini stock index futures
Chiu, Chien-liang; Wu, Pei-shan; Chen, Chun-Da; Cheng, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 3/4, pp. 49-68
Persistent link: https://www.econbiz.de/10003059289
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Studies on the effect of trading volume and return volatility on call warrants and underlying stocks in Taiwan
Chiu, Chien-liang; Lee, Ming-chih; Lin, Cho-min; Chen, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 1/2, pp. 29-43
Persistent link: https://www.econbiz.de/10002893906
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Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu; Hung, Jui-cheng - In: Journal of empirical finance 18 (2011) 1, pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
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Why does skewness and the fat-tail effect influence value-at-risk estimates? : evidence from alternative capital markets
Su, Jung-Bin; Lee, Ming-chih; Chiu, Chien-Liang - In: International review of economics & finance : IREF 31 (2014), pp. 59-85
Persistent link: https://www.econbiz.de/10010490442
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Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
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Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh; Chiu, Chien-Liang; Chang, Tsangyao - In: Applied economics letters 28 (2021) 16, pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
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Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?
Chou, Ke-Hsin; Day, Min-Yuh; Chiu, Chien-Liang - In: International review of economics & finance : IREF 88 (2023), pp. 365-385
Persistent link: https://www.econbiz.de/10014474538
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The positive and negative impacts of the SARS outbreak: a case of the Taiwan industries
Chen, Chun-Da; Chen, Chin-chun; Tang, Wan-wei; Huang, Bor-yi - In: The journal of developing areas 43 (2009/10) 1, pp. 281-293
Persistent link: https://www.econbiz.de/10003927330
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The intraday behaviors and relationships with its underlying assets : evidence on option market in Taiwan
Lee, Mingchih; Chen, Chun-Da - In: International review of financial analysis 14 (2005) 5, pp. 587-603
Persistent link: https://www.econbiz.de/10003228991