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Efficiency tests of foreign exchange markets for four Asian countries
Chiang, Shu-mei; Lee, Yen-Hsien; Su, Hsin-mei; Tzou, Yi-pin - In: Research in international business and finance 24 (2010) 3, pp. 284-294
Persistent link: https://www.econbiz.de/10003986230
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Jump dynamics with structural breaks for crude oil prices
Lee, Yen-Hsien; Hu, Hsu-ning; Chiou, Jer-shiou - In: Energy economics 32 (2010) 2, pp. 343-350
Persistent link: https://www.econbiz.de/10003954621
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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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Modeling operational efficiency using data envelopment analysis : evidence from Atlantic City hotels
Huang, Ya-Ling; Lee, In-fun; Lee, Yen-Hsien - In: Global journal of business research : GJBR 6 (2012) 3, pp. 63-72
Persistent link: https://www.econbiz.de/10009389787
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The asymmetric long-run relationship between crude oil and gold futures
Lee, Yen-Hsien; Huang, Ya-Ling; Yang, Hao-jang - In: Global journal of business research : GJBR 6 (2012) 1, pp. 9-15
Persistent link: https://www.econbiz.de/10009389915
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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
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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
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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
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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
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Option payoffs with simulation of disturbances return
Lee, Yen-Hsien; Lin, Shu-shian - In: The empirical economics letters : a monthly … 11 (2012) 3, pp. 297-305
Persistent link: https://www.econbiz.de/10009758209