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Which random walk best portrays the dynamics of the Japanese yen

Kung, James J.; Wu, E-Ching - In: Australian economic papers 53 (2014) 3/4, pp. 153-169

Persistent link: https://www.econbiz.de/10011292520

Premium setting and bank behavior in a voluntary deposit insurance scheme

Chiang, Ting-Fang; Wu, E-Ching; Yu, Min-Teh - In: Review of Quantitative Finance and Accounting 29 (2007) 2, pp. 205-222

Persistent link: https://www.econbiz.de/10005701158

Premium setting and bank behavior in a voluntary deposit insurance scheme

Chiang, Ting-fang; Wu, E-Ching; Yu, Min-Teh - In: Review of quantitative finance and accounting 29 (2007) 2, pp. 205-222

Persistent link: https://www.econbiz.de/10003600128

Predictability of technical trading rules : evidence from the Taiwan stock market

Kung, James J. - In: Review of applied economics 5 (2009) 1/2, pp. 49-65

Persistent link: https://www.econbiz.de/10009888150

Predictability of technical trading rules : evidence from the Taiwan stock market

Kung, James J. - In: Review of applied economics 5 (2009) 1/2, pp. 49-65

Persistent link: https://www.econbiz.de/10003933724

Dynamic strategies for fixed-income investment

Kung, James J. - In: Applied economics 40 (2008) 10/12, pp. 1341-1354

Persistent link: https://www.econbiz.de/10003742653

A nonparametric kernel regression approach for pricing options on stock market index

Kung, James J. - In: Applied economics 48 (2016) 10/12, pp. 902-913

Persistent link: https://www.econbiz.de/10011432797

Predictability of technical trading rules : evidence from the Taiwan stock market

Kung, James J. - In: Review of applied economics 12 (2016) 1/2, pp. 49-65

Persistent link: https://www.econbiz.de/10011672503

A Bootstrap Analysis of the Nikkei 225

Kung, James J.; Carverhill, Andrew P. - In: Journal of Economic Integration 27 (2012), pp. 487-504

This study intends to find out whether or not the Nikkei 225 evolves over time in accordance with the following four widely used processes for determining stock prices: random walk with a drift, AR(1), GARCH(1,1), and GARCH(1,1)-M. Given the fact that, in actuality, we have but one sample of...

Persistent link: https://www.econbiz.de/10010840801

Predictability of Technical Trading Rules: Evidence from the Taiwan Stock Market

Kung, James J. - In: Review of Applied Economics 5 (2009) 1-2

Using the Taiwan Stock Exchange Weighted Index from the first trading day in 1975 to the last trading day in 2007, we investigate the predictability of two popular technical rules (variable-length moving average and trading range breakout) in the Taiwan stock market and assess its bearing on...

Persistent link: https://www.econbiz.de/10010911557