Handbook of Financial Econometrics and Statistics
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Published By Springer New York

9781461477495, 9781461477501

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A Generalized Model for Optimum Futures Hedge Ratio

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_94 ◽

2014 ◽

pp. 2561-2576

Author(s):

Cheng-Few Lee ◽

Jang-Yi Lee ◽

Kehluh Wang ◽

Yuan-Chung Sheu

Keyword(s):

Generalized Model ◽

Hedge Ratio

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A Dynamic CAPM with Supply Effect Theory and Empirical Results

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_93 ◽

2014 ◽

pp. 2535-2559

Author(s):

Cheng-Few Lee ◽

Chiung-Min Tsai ◽

Alice C. Lee

Keyword(s):

Empirical Results ◽

Supply Effect ◽

Effect Theory

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Instantaneous Volatility Estimation by Nonparametric Fourier Transform Methods

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_92 ◽

2014 ◽

pp. 2519-2533

Author(s):

Chuan-Hsiang Han

Keyword(s):

Fourier Transform ◽

Transform Methods ◽

Volatility Estimation ◽

Fourier Transform Methods ◽

Instantaneous Volatility

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Unspanned Stochastic Volatilities and Interest Rate Derivatives Pricing

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_86 ◽

2014 ◽

pp. 2337-2399

Author(s):

Feng Zhao

Keyword(s):

Interest Rate ◽

Derivatives Pricing ◽

Interest Rate Derivatives ◽

Stochastic Volatilities

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Business Models: Applications to Capital Budgeting, Equity Value, and Return Attribution

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_75 ◽

2014 ◽

pp. 2051-2075

Author(s):

Thomas S. Y. Ho ◽

Sang Bin Lee

Keyword(s):

Business Models ◽

Capital Budgeting ◽

Equity Value

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Analytical Bounds for Treasury Bond Futures Prices

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_71 ◽

2014 ◽

pp. 1909-1944

Author(s):

Ren-Raw Chen ◽

Shih-Kuo Yeh

Keyword(s):

Futures Prices ◽

Treasury Bond ◽

Bond Futures

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Realized Distributions of Dynamic Conditional Correlation and Volatility Thresholds in the Crude Oil, Gold, and Dollar/Pound Currency Markets

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_58 ◽

2014 ◽

pp. 1619-1645

Author(s):

Tung-Li Shih ◽

Hai-Chin Yu ◽

Der-Tzon Hsieh ◽

Chia-Ju Lee

Keyword(s):

Crude Oil ◽

Currency Markets ◽

Conditional Correlation ◽

Dynamic Conditional Correlation

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Value-at-Risk Estimation via a Semi-parametric Approach: Evidence from the Stock Markets

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_51 ◽

2014 ◽

pp. 1399-1430 ◽

Cited By ~ 2

Author(s):

Cheng-Few Lee ◽

Jung-Bin Su

Keyword(s):

At Risk ◽

Stock Markets ◽

Value At Risk ◽

Risk Estimation ◽

Parametric Approach

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Alternative Methods for Estimating Firm’s Growth Rate

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_46 ◽

2014 ◽

pp. 1293-1310

Author(s):

Ivan E. Brick ◽

Hong-Yi Chen ◽

Cheng-Few Lee

Keyword(s):

Growth Rate ◽

Alternative Methods

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On-/Off-the-Run Yield Spread Puzzle: Evidence from Chinese Treasury Markets

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_22 ◽

2014 ◽

pp. 617-638

Author(s):

Rong Chen ◽

Hai Lin ◽

Qianni Yuan

Keyword(s):

Yield Spread

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Handbook of Financial Econometrics and StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

A Generalized Model for Optimum Futures Hedge Ratio

A Dynamic CAPM with Supply Effect Theory and Empirical Results

Instantaneous Volatility Estimation by Nonparametric Fourier Transform Methods

Unspanned Stochastic Volatilities and Interest Rate Derivatives Pricing

Business Models: Applications to Capital Budgeting, Equity Value, and Return Attribution

Analytical Bounds for Treasury Bond Futures Prices

Realized Distributions of Dynamic Conditional Correlation and Volatility Thresholds in the Crude Oil, Gold, and Dollar/Pound Currency Markets

Value-at-Risk Estimation via a Semi-parametric Approach: Evidence from the Stock Markets

Alternative Methods for Estimating Firm’s Growth Rate

On-/Off-the-Run Yield Spread Puzzle: Evidence from Chinese Treasury Markets

Handbook of Financial Econometrics and Statistics
Latest Publications