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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Price discovery and trading activity in Taiwan stock and futures markets
Hung, Jui-Cheng; Liu, Yu-Hong; Jiang, I.-Ming; Liang, Shuh - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 5, pp. 963-976
Persistent link: https://www.econbiz.de/10012211515