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Dynamic linkages among alternative investments
Lian, Yu-Min; Jhong, Yu-Jhih; Cheng, Chi-Hung - In: The empirical economics letters : a monthly … 18 (2019) 12, pp. 1213-1219
Persistent link: https://www.econbiz.de/10012372814
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Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin; Lin, Shih-kuei; Hung, Ming-Chin; Huang, … - In: Economic modelling 54 (2016), pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
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Stock index options pricing under jump patterns driven by market states
Lin, Chao-Yang; Liu, Huimei; Lee, Jia-Ching; Lin, Shih-kuei - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 4, pp. 840-859
Persistent link: https://www.econbiz.de/10012211508
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Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun; Chuang, Ming-Che; Lin, Shih-kuei; Shyu, … - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
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Construction of Directional Volatility Index
Lin, Chun-Liang; Liao, Szu-Lang - In: International journal of business 29 (2024) 1, pp. 135-155
Persistent link: https://www.econbiz.de/10014554267
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Valuation of cross-currency two-way equity swaps without currency risks
Chiang, Yi-chein; Hu, Len-kuo; Liao, Szu-lang - In: Advances in Pacific Basin business, economics, and finance 4 (2000), pp. 251-275
Persistent link: https://www.econbiz.de/10001543073