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Modeling jump and continuous components in the volatility of oil futures
Tseng, Tseng-chan; Chung, Huimin; Huang, Chin-sheng - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10009513573
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A value-at-risk analysis of carry trades using skew-GARCH models
Wang, Yu-jen; Chung, Huimin; Guo, Jia-hau - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 439-459
Persistent link: https://www.econbiz.de/10009787972
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The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
Wu, Chih-chiang; Chung, Huimin; Chang, Yu-hsien - In: Energy economics 34 (2012) 1, pp. 270-282
Persistent link: https://www.econbiz.de/10009618856
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Volatility forecast of country ETF : the sequential information arrival hypothesis
Tseng, Tseng-Chan; Lee, Chien-Chiang; Chen, Mei-Ping - In: Economic modelling 47 (2015), pp. 228-234
Persistent link: https://www.econbiz.de/10011439071