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~subject:"Volatility"
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Volatility
Theorie
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Chou, Ray Yeutien
9
Liu, Nathan
3
Cai, Yijie
2
Chou, Ray Y.
2
Chang, Eric Chieh
1
Chang, Tzu-Pu
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
Tran Van Phuong Duong
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Journal of banking & finance
2
Econometric analysis of financial and economic time series
1
Econometric analysis of financial and economic time series ; part a
1
Global finance journal
1
International journal of economics and finance
1
International journal of emerging markets
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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Linkage between international food commodity prices and the Chinese stock markets
Kang, Jin-su
;
Hu, Jin-li
;
Chen, Ching-wen
- In:
International journal of economics and finance
5
(
2013
)
10
,
pp. 147-156
Persistent link: https://www.econbiz.de/10010200024
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2
Forecasting financial volatilities with extreme values : the conditonal autoregressive range (CARR) model
Chou, Ray Yeutien
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 561-582
Persistent link: https://www.econbiz.de/10003012785
Saved in:
3
Modeling the asymmetry of stock movements using price ranges
Chou, Ray Yeutien
-
2006
Persistent link: https://www.econbiz.de/10003331381
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4
Market volatility and the demand for hedging in stock index futures
Chang, Eric Chieh
;
Chou, Ray Yeutien
;
Nelling, Edward F.
- In:
The journal of futures markets
20
(
2000
)
2
,
pp. 105-125
Persistent link: https://www.econbiz.de/10001447452
Saved in:
5
The role of risk in financial markets
Chou, Ray Yeutien
-
1995
Persistent link: https://www.econbiz.de/10000965178
Saved in:
6
Explaining international stock correlations with CPI fluctuations and market volatility
Cai, Yijie
;
Chou, Ray Yeutien
;
Li, Dan
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2026-2035
Persistent link: https://www.econbiz.de/10003892191
Saved in:
7
The economic value of volatility timing using a range-based volatility model
Chou, Ray Yeutien
;
Liu, Nathan
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2288-2301
Persistent link: https://www.econbiz.de/10009008880
Saved in:
8
Range-based multivariate volatility model with double smooth transition in conditional correlation
Chou, Ray Yeutien
;
Cai, Yijie
- In:
Global finance journal
20
(
2009
)
2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10003877935
Saved in:
9
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
Saved in:
10
Risk evaluations with robust approximate factor models
Chou, Ray Yeutien
;
Yen, Tso-Jung
;
Yen, Yu-min
- In:
Journal of banking & finance
82
(
2017
),
pp. 244-264
Persistent link: https://www.econbiz.de/10011816816
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