Takip et
Heng-Chih Chou
Heng-Chih Chou
mail.ntou.edu.tw üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Range volatility models and their applications in finance
RY Chou, H Chou, N Liu
Handbook of quantitative finance and risk management, 1273-1281, 2010
1142010
Return lead–lag and volatility transmission in shipping freight markets
YJ Hsiao, HC Chou, CC Wu
Maritime Policy & Management 41 (7), 697-714, 2014
562014
Range volatility: a review of models and empirical studies
RY Chou, H Chou, N Liu
Handbook of financial econometrics and statistics, 2029-2050, 2015
442015
The expiration effects of stock-index derivatives: Empirical evidence from the Taiwan futures exchange
HC Chou, WN Chen, DH Chen
Emerging Markets Finance and Trade 42 (5), 81-102, 2006
292006
Performance of default risk model with barrier option framework and maximum likelihood estimation: Evidence from Taiwan
HC Chou, D Wang
Physica A: Statistical Mechanics and its Applications 385 (1), 270-280, 2007
222007
Forecasting volatility on the UK stock market: A test of the conditional autoregressive range model
HC Chou, D Wang
International Research Journal of Finance and Economics 10, 7-13, 2007
162007
Estimation of tail-related value-at-risk measures: range-based extreme value approach
HC Chou, DK Wang
Quantitative Finance 14 (2), 293-304, 2014
142014
Using conditional autoregressive range model to forecast volatility of the stock indices
HC Chou, D Wang
9th Joint International Conference on Information Sciences (JCIS-06), 592-595, 2006
142006
Long memory and the relation between options and stock prices
TC Huang, YC Tu, HC Chou
Finance Research Letters 12, 77-91, 2015
132015
Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates
CC Chang, H Chih Chou, C Chou Wu
Maritime Economics & Logistics 16, 298-320, 2014
132014
Expected default probability, credit spreads and distance-from-default
HC Chou
Journal of American Academy of Business 7 (1), 144-152, 2005
122005
Analysis of board structure, corporate value and financial policy
YC Tu, WH Lai, HC Chou
Journal of Marine Science and Technology 15 (4), 295-306, 2007
112007
The use of technical analysis in sale-and-purchase transactions of secondhand ships
HC Chou, DH Chen
Maritime Economics & Logistics, 1-18, 2017
102017
Exploring risk-return relations in dry bulk shipping
CC Kuo, HC Chou, CC Chang
International Journal of Shipping and Transport Logistics 8 (4), 488-506, 2016
72016
The predictive performance of a path-dependent exotic-option credit risk model in the emerging market
DH Chen, HC Chou, D Wang, R Zaabar
Physica A: Statistical Mechanics and its Applications 390 (11), 1973-1981, 2011
72011
Fear index and freight rates in dry-bulk shipping markets
CY Wu, HC Chou, CL Liu
Applied Economics 53 (11), 1235-1248, 2021
52021
Measuring and testing the long-term impact of terrorist attacks on the US futures market
HC Chou, R Zaabar, D Wang
Applied Economics 45 (2), 225-238, 2013
42013
Trade-Off Relationship Between the Hire Rates and Exercise Prices of Purchase Options in Ship Charter Contracts: An Option Pricing Application
CHA Hsieh, HC Chou, K Lin, DC Yen
Journal of Marine Science and Technology 21 (3), 5, 2013
32013
Using the autoregressive conditional duration model to analyse the process of default contagion
HC Chou
Applied Financial Economics 22 (13), 1111-1120, 2012
32012
the Predictive Performance of a Barrier Option Credit Risk Model in an Emerging Market
DH Chen, HC Chou, D Wang, R Zaabar
Working Paper, 2009
32009
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