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Reexamining covariance risk dynamics in global stock markets using quantile regression analysis
Li, Ming-yuan Leon - In: Emerging markets : identification, new developments and …, (pp. 57-80). 2010
Persistent link: https://www.econbiz.de/10009563149
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Examining the volatility of Taiwan Stock Index returns via a three-volatility-regime Marvov-switching ARCH model
Li, Ming-yuan Leon; Lin, Hsiou-wei William - In: Review of quantitative finance and accounting 21 (2003) 2, pp. 123-139
Persistent link: https://www.econbiz.de/10001787768
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Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon; Lin, Hsiou-wei William - In: Applied economics letters 11 (2004) 11, pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
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The performance of the Markov-switching model on business cycle identification revisited
Li, Ming-yuan Leon; Lin, Hsiou-wei William; Hsiu-Hua, Rau - In: Applied economics letters 12 (2005) 8, pp. 513-520
Persistent link: https://www.econbiz.de/10002983016
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Re-examining covariance risk dynamics in international stock markets using quantile regression analysis
Li, Ming-yuan Leon; Yen, Stéphane Meng-feng - In: Acta oeconomica : periodical of the Hungarian Academy … 61 (2011) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10009303870
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An cooperative EDA based on the Markov random field for solving the multiple resources scheduling problem
Sun, Lu; Hao, Xinchang; Lin, Lin; Gen, Mitsuo; Li, Haojie - In: Cellular manufacturing systems : recent developments, …, (pp. 475-494). 2018
Persistent link: https://www.econbiz.de/10011874552
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Optimal futures hedging under multichain Markov regime switching
Sheu, Her-jiun; Lee, Hsiang-tai - In: The journal of futures markets 34 (2014) 2, pp. 173-202
Persistent link: https://www.econbiz.de/10010255473
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Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling; Zhou, Zhongbao; Jiang, Yong; Ou, Yangchen - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012822126