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Asymmetric dynamics of stock price continuation
Huang, Alex - In: Journal of banking & finance 36 (2012) 6, pp. 1839-1855
Persistent link: https://www.econbiz.de/10009616381
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Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact
Huang, Alex - In: Computational economics 37 (2011) 3, pp. 301-330
Persistent link: https://www.econbiz.de/10008902921
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Value at risk estimation by threshold stochastic volatility model
Huang, Alex - In: Applied economics 47 (2015) 43/45, pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
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Volatility forecasting of exchange rate by quantile regression
Huang, Alex; Peng, Sheng-pen; Li, Fangjhy; Ke, Ching-jie - In: International review of economics & finance : IREF 20 (2011) 4, pp. 591-606
Persistent link: https://www.econbiz.de/10009303959
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An alternative volatility forecasting by backtesting optimization process with GARCH model
Huang, Alex; Li, Fangjhy; Hu, Wen-cheng; Chen, Chih-Chun - In: International journal of economics 5 (2011) 2, pp. 235-242
Persistent link: https://www.econbiz.de/10009502594
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Forecast of value at risk for equity indices : an analysis from developed and emerging markets
Huang, Alex; Tseng, Tsung-Wei - In: Journal of risk finance : the convergence of financial … 10 (2009) 4, pp. 393-409
Persistent link: https://www.econbiz.de/10009523713