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A smooth transition autoregressive conditional duration model
Chiang, Min-Hsien - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10009512623
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On the estimation and inference of a cointegrated regression in panel data
Kao, Chihwa; Chiang, Min-hsien - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 179-222). 2000
Persistent link: https://www.econbiz.de/10001583122
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Volatility contagion : a range-based volatility approach
Chiang, Min-Hsien; Wang, Li-min - In: Journal of econometrics 165 (2011) 2, pp. 175-189
Persistent link: https://www.econbiz.de/10009409692
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New product preannouncements, advertising investments, and stock returns
Chen, Chien-wei; Chiang, Min-Hsien; Yang, Chi-lin - In: Marketing letters : a journal of research in marketing 25 (2014) 2, pp. 207-218
Persistent link: https://www.econbiz.de/10010367207
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Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien; Chou, Ray Yeutien; Wang, Li-Min - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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Information and timing of new product preannouncement and firm value
Yang, Chi-Lin; Lin, Tsai-Yin; Chen, Chien-Wei; Chiang, … - In: Australian journal of management 43 (2018) 1, pp. 111-131
Persistent link: https://www.econbiz.de/10011819129