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Stochastic properties and predictability of intraday Taiwan exchange rates

Chen, An-Sing; Leung, Mark T. - In: International review of financial analysis 7 (1998) 3, pp. 207-220

Persistent link: https://www.econbiz.de/10001356592

Exploring new ways to forecast stock return volatilities

Chen, An-sing - 1994

Persistent link: https://www.econbiz.de/10000915944

Forecasting the S&P 500 index volatility

Chen, An-sing - In: International review of economics & finance : IREF 6 (1997) 4, pp. 391-404

Persistent link: https://www.econbiz.de/10001235520

Volatility of exchange rate futures and high-low price spreads

Chen, An-sing - In: Journal of economics and finance 21 (1997) 1, pp. 33-42

Persistent link: https://www.econbiz.de/10001248741

Switching asymmetric GARCH and options on a volatility index

Daouk, Hazem; Guo, Jie Qun - In: The journal of futures markets 24 (2004) 3, pp. 251-282

Persistent link: https://www.econbiz.de/10001968654

Is Unlevered Firm Volatility Asymmetric?

Daouk, Hazem - 2012

Asymmetric volatility refers to the stylized fact that stock volatility is negatively correlated to stock returns. Traditionally, this phenomenon has been explained by the financial leverage effect. This explanation has recently been challenged in favor of a risk premium based explanation. We...

Persistent link: https://www.econbiz.de/10013112876

Is unlevered firm volatility asymmetric?

Daouk, Hazem; Ng, David Tat-chee - 2009

Persistent link: https://www.econbiz.de/10003860563

Is unlevered firm volatility asymmetric?

Daouk, Hazem; Ng, David Tat-chee - In: Journal of empirical finance 18 (2011) 4, pp. 634-651

Persistent link: https://www.econbiz.de/10009306538

The affine styled-facts price dynamics for the natural gas : evidence from daily returns and option prices

Hsu, Chih-Chen; Chen, An-sing; Lin, Shih-kuei - In: Review of quantitative finance and accounting 48 (2017) 3, pp. 819-848

Persistent link: https://www.econbiz.de/10011796892

Time-varying variance scaling : application of the fractionally integrated ARMA model

Chen, An-sing; Chang, Hung-Chou; Cheng, Lee-Young - In: The North American journal of economics and finance : a … 47 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012117796