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Applied financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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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2
Value-at-risk in US stock indices with skewed generalized error distribution
Lee, Ming-chih
;
Su, Jung-Bin
;
Liu, Hung-Chun
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 425-431
Persistent link: https://www.econbiz.de/10003808278
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3
The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang
;
Chiang, Shu-mei
;
Kao, Feng
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
Saved in:
4
Does sustainability index matter to the hospitality industry?
Su, Ching-Hui
;
Chen, Chun-Da
- In:
Tourism management : research, policies, practice
81
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012297599
Saved in:
5
The contagion effects of volatility indices across the US and Europe
Chen, Chun-Da
;
Chiang, Shu-Mei
;
Huang, Tze-Chin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664496
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