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Value-at-risk analysis for Taiwan stock index futures : fat tails and conditional asymmetries in return innovations
Huang, Yu chuan; Lin, Bor-jing - In: Review of quantitative finance and accounting 22 (2004) 2, pp. 79-95
Persistent link: https://www.econbiz.de/10002006136
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The market microstructure and relative performance of Taiwan stock index futures : a comparison of the Singapore exchange and the Taiwan futures exchange
Huang, Yu chuan - In: Journal of financial markets 7 (2004) 3, pp. 335-350
Persistent link: https://www.econbiz.de/10002019394
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The components of bid-ask spread and their determinants : TAIFEX versus SGX-DT
Huang, Yu chuan - In: The journal of futures markets 24 (2004) 9, pp. 835-860
Persistent link: https://www.econbiz.de/10002145953
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Order imbalance and its impact on market performance : order-driven vs. quote-driven markets
Huang, Yu chuan; Chou, Jian-Hsin - In: Journal of business finance & accounting : JBFA 34 (2007) 9/10, pp. 1596-1614
Persistent link: https://www.econbiz.de/10003626864