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~subject:"Volatilität"
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Global and regional range-base...
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Volatilität
Volatility
18
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Lee, Yen-Hsien
18
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6
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3
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2
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2
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2
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Pao, Hsin-ting
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Investment management and financial innovations
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ECONIS (ZBW)
17
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1
Global and regional range-based volatility spillover effects
Lee, Yen-Hsien
- In:
Emerging markets review
14
(
2013
),
pp. 1-10
Persistent link: https://www.econbiz.de/10009727970
Saved in:
2
Day-of-the-week and jump effects in international investment sentiment indices
Lee, Yen-Hsien
- In:
Investment management and financial innovations
11
(
2014
)
2
,
pp. 60-68
Persistent link: https://www.econbiz.de/10010392833
Saved in:
3
Does the US fear gauge impact on the investor fear gauge in the emerging markets?
Lee, Yen-Hsien
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 197-209
Persistent link: https://www.econbiz.de/10011429890
Saved in:
4
A study of dynamics in market volatility indices between the US and Taiwan
Lee, Yen-Hsien
;
Hung, Jui-Cheng
;
Wang, Yi-Hsien
;
Huang, …
- In:
Investment management and financial innovations
9
(
2012
)
4
,
pp. 89-95
Persistent link: https://www.econbiz.de/10010147427
Saved in:
5
Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien
;
Chiu, Chien-liang
- In:
Applied economics
43
(
2011
)
13/15
,
pp. 1935-1943
Persistent link: https://www.econbiz.de/10009240247
Saved in:
6
Conditional jump dynamics in the stock prices of alternative energy companies
Lee, Yen-Hsien
;
Huang, Ya-Ling
;
Wu, Chun-Yu
- In:
International Journal of Energy Economics and Policy : IJEEP
3
(
2013
)
3
,
pp. 288-296
Persistent link: https://www.econbiz.de/10010192879
Saved in:
7
A study of dynamics in market volatility indices between the US and Taiwan
Lee, Yen-Hsien
;
Hung, Jui-Cheng
;
Wang, Yi-Hsien
;
Huang, …
- In:
Investment management and financial innovations
9
(
2012
)
4
,
pp. 89-95
Persistent link: https://www.econbiz.de/10009745489
Saved in:
8
Accurately forecasting model for the stochastic volatility data in tourism demand
Huang, Ya-Ling
;
Lee, Yen-Hsien
- In:
Modern economy
2
(
2011
)
5
,
pp. 823-829
Persistent link: https://www.econbiz.de/10009620634
Saved in:
9
Exploring forecast error and the informational content of implied volatility in the Taiwan market
Lee, Yen-Hsien
;
Lin, Chi-tai
;
Chiang, Shu-mei
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
5
,
pp. 590-609
Persistent link: https://www.econbiz.de/10009665556
Saved in:
10
Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien
;
Tucker, Alan L.
;
Wang, David K.
;
Pao, …
- In:
Global finance journal
25
(
2014
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
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