Narrow search
Showing 1 - 7 of 7
Cover Image
Volatility forecasting by quantile regression
Huang, Alex - In: Applied economics 44 (2012) 4/6, pp. 423-433
Persistent link: https://www.econbiz.de/10009530201
Cover Image
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex - In: International review of economics & finance : IREF 89 (2024) 1, pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Cover Image
Book-to-market effect and product life cycle
Hu, Ming-Che; Huang, Alex; Yanzhi, Wang; Yu, Dan-Liou - In: Review of quantitative finance and accounting 63 (2024) 2, pp. 551-577
Persistent link: https://www.econbiz.de/10015135909
Cover Image
Price discovery between sovereign credit default swaps and bond yield spreads of emerging markets
Li, Nan; Huang, Alex - In: Journal of emerging market finance 10 (2011) 2, pp. 197-225
Persistent link: https://www.econbiz.de/10009301364
Cover Image
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
Cover Image
Asymmetrical impacts from overnight returns on stock returns
Huang, Alex; Hu, Ming-Che; Truong, Quang-Thai - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 849-889
Persistent link: https://www.econbiz.de/10012498589
Cover Image
Return volatility, skewness, and momentum effects
Huang, Alex; Hu, Ming-Che - 2024
Persistent link: https://www.econbiz.de/10015047461