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The performance of Asian airlines in the recent financial turmoil based on VaR and modified Sharpe ratio
Chuang, I-yuan; Chiu, Yen-chen; Wang, C. Edward - In: Journal of air transport management 14 (2008) 5, pp. 257-262
Persistent link: https://www.econbiz.de/10003771510
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The performance of composite forecast models of value-at-risk in the energy market
Chiu, Yen-chen; Chuang, I-yuan; Lai, Jing-yi - In: Energy economics 32 (2010) 2, pp. 423-431
Persistent link: https://www.econbiz.de/10003954630
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The performance of the switching forecast model of value-at-risk in the Asian stock markets
Chiu, Yen-Chen; Chuang, I-Yuan - In: Finance research letters 18 (2016), pp. 43-51
Persistent link: https://www.econbiz.de/10011656521
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Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen; Chuang, I-Yuan - In: Applied economics 53 (2021) 4, pp. 482-494
Persistent link: https://www.econbiz.de/10012416070