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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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Do foreign trading patterns cause abnormal information from Taiwanese stock markets?
Lee, Ming-chih; Lee, Yen-Hsien - In: Applied economics letters 15 (2008) 13/15, pp. 1219-1224
Persistent link: https://www.econbiz.de/10003801378
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The determinants of positive feedback trading behaviors in Bitcoin markets
Wang, Jying-Nan; Lee, Yen-Hsien; Liu, Hung-Chun; Lee, … - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014574911
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Removal of an investment restriction : the 'B' share experience from China's stock markets
Chiu, Chien-liang; Lee, Mingchih; Chen, Chun-Da - In: Applied financial economics 15 (2005) 4, pp. 273-285
Persistent link: https://www.econbiz.de/10002606265
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Permanent and transitory components in the Chinese stock market: the ARJI-trend model
Chiang, Shu-mei; Yeh, Chin-piao; Chiu, Chien-liang - In: Emerging markets finance & trade : a journal of the … 45 (2009) 3, pp. 35-55
Persistent link: https://www.econbiz.de/10003865856
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Analysis of bubbles and correlations in emerging bond markets
Yeh, Chun-Chieh; Chiu, Chien-Liang - In: The empirical economics letters : a monthly … 19 (2020) 11, pp. 1335-1343
Persistent link: https://www.econbiz.de/10012608078
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Do price jumps matter in volatility forecasts of US treasury futures?
Zhang, Xueer; Hung, Jui-Cheng; Chiu, Chien-Liang - 2025
Persistent link: https://www.econbiz.de/10015376629
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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