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Volatility
Taiwan
36
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32
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15
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Chung, Huimin
14
Chiu, Junmao
4
Chen, Yuxuan
2
Tseng, Tseng-chan
2
Wu, Soushan
2
Yeh, Yin-hua
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Lee, Tsun-Siou
1
Lee, Tsun-siou
1
Lin, William T.
1
Lin, Yi-Mien
1
Liu, Chih-Liang
1
Pen, Jen-Fu
1
Sheu, Her-jiun
1
Tsai, Li-ju
1
Tsai, Pei-chun
1
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1
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1
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Review of Pacific Basin financial markets and policies
3
The journal of futures markets
2
Advances in Pacific Basin business, economics, and finance
1
Advances in investment analysis and portfolio management : a research annual
1
Finance research letters
1
Financial Research Letters
1
Global finance journal
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Asia Pacific journal of economics and business : APJEB
1
The European journal of finance
1
The empirical economics letters : a monthly international journal of economics
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1
An analysis of long memory in volatility for Asian stock markets
Chung, Huimin
;
Lin, William T.
;
Wu, Soushan
- In:
Review of Pacific Basin financial markets and policies
3
(
2000
)
3
,
pp. 309-330
Persistent link: https://www.econbiz.de/10001535912
Saved in:
2
A new approach to stress testing of stock portfolios and its application to the Taiwan stock market
Wang, Shen
;
Wu, Soushan
;
Chung, Huimin
- In:
The Asia Pacific journal of economics and business : APJEB
4
(
2000
)
2
,
pp. 52-73
Persistent link: https://www.econbiz.de/10001652203
Saved in:
3
Alternative conditional volatility models of Taiwan's stock market with applications to covered warrants
Lee, Chin-shen
;
Chung, Huimin
- In:
Advances in Pacific Basin business, economics, and finance
4
(
2000
),
pp. 219-231
Persistent link: https://www.econbiz.de/10001543067
Saved in:
4
Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
Chung, Huimin
;
Sheu, Her-jiun
;
Hsu, Shufang
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 742-754
Persistent link: https://www.econbiz.de/10009006975
Saved in:
5
Are green fund investors really socially responsible?
Chung, Huimin
;
Lee, Han-hsing
;
Tsai, Pei-chun
- In:
Review of Pacific Basin financial markets and policies
15
(
2012
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009700490
Saved in:
6
Fear sentiment, liquidity, and trading behavior : evidence from the index ETF market
Chiu, Junmao
;
Chung, Huimin
;
Ho, Keng-yu
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010402983
Saved in:
7
Impact of open interest on realized volatility in oil futures
Chung, Huimin
;
Tseng, Tseng-chan
;
Chen, Chi-yuan
- In:
The empirical economics letters : a monthly …
12
(
2013
)
8
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010363101
Saved in:
8
Modeling jump and continuous components in the volatility of oil futures
Tseng, Tseng-chan
;
Chung, Huimin
;
Huang, Chin-sheng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009513573
Saved in:
9
Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?
Chen, Wei-peng
;
Chung, Huimin
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 683-711
Persistent link: https://www.econbiz.de/10009554762
Saved in:
10
Deviations from put-call parity and volatility prediction : evidence from the Taiwan index option market
Chen, Chin-Ho
;
Chung, Huimin
;
Yuan, Shu-Fang
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1122-1145
Persistent link: https://www.econbiz.de/10010508675
Saved in:
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