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Studies on the effect of trading volume and return volatility on call warrants and underlying stocks in Taiwan
Chiu, Chien-liang; Lee, Ming-chih; Lin, Cho-min; Chen, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 1/2, pp. 29-43
Persistent link: https://www.econbiz.de/10002893906
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Why does skewness and the fat-tail effect influence value-at-risk estimates? : evidence from alternative capital markets
Su, Jung-Bin; Lee, Ming-chih; Chiu, Chien-Liang - In: International review of economics & finance : IREF 31 (2014), pp. 59-85
Persistent link: https://www.econbiz.de/10010490442
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Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu; Hung, Jui-cheng - In: Journal of empirical finance 18 (2011) 1, pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
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Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Mingchih; Cheng, Wan-hsiu - In: Applied economics 39 (2007) 7/9, pp. 903-913
Persistent link: https://www.econbiz.de/10003484155
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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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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
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Permanent and transitory components in the Chinese stock market: the ARJI-trend model
Chiang, Shu-mei; Yeh, Chin-piao; Chiu, Chien-liang - In: Emerging markets finance & trade : a journal of the … 45 (2009) 3, pp. 35-55
Persistent link: https://www.econbiz.de/10003865856
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Jump risk of presidential election : evidence from Taiwan stock and foreign exchange markets
Hung, Jui-cheng; Jiang, Shi-jie; Chiu, Chien-liang - In: Applied economics 39 (2007) 16/18, pp. 2231-2240
Persistent link: https://www.econbiz.de/10003589802
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Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh; Chiu, Chien-Liang; Chang, Tsangyao - In: Applied economics letters 28 (2021) 16, pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
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Do price jumps matter in volatility forecasts of US treasury futures?
Zhang, Xueer; Hung, Jui-Cheng; Chiu, Chien-Liang - 2025
Persistent link: https://www.econbiz.de/10015376629