ติดตาม
Heng-Chih Chou
Heng-Chih Chou
ยืนยันอีเมลแล้วที่ mail.ntou.edu.tw
ชื่อ
อ้างโดย
อ้างโดย
ปี
Range volatility models and their applications in finance
RY Chou, H Chou, N Liu
Handbook of quantitative finance and risk management, 1273-1281, 2010
1202010
Return lead–lag and volatility transmission in shipping freight markets
YJ Hsiao, HC Chou, CC Wu
Maritime Policy & Management 41 (7), 697-714, 2014
582014
Range volatility: A review of models and empirical studies
RY Chou, H Chou, N Liu
Handbook of financial econometrics and statistics, 2029-2050, 2015
522015
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
232007
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
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
162006
Estimation of tail-related value-at-risk measures: Range-based extreme value approach
HC Chou, DK Wang
Quantitative Finance 14 (2), 293-304, 2014
152014
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
142014
Long memory and the relation between options and stock prices
TC Huang, YC Tu, HC Chou
Finance Research Letters 12, 77-91, 2015
132015
The use of technical analysis in sale-and-purchase transactions of secondhand ships
HC Chou, DH Chen
Maritime Economics & Logistics, 1-18, 2017
122017
Expected Default Probability, Credit Spreads and Distance-from-Default
HC Chou
Journal of American Academy of Business 7 (1), 144-152, 2005
102005
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
92007
Fear index and freight rates in dry-bulk shipping markets
CY Wu, HC Chou, CL Liu
Applied Economics 53 (11), 1235-1248, 2021
72021
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
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
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
Using the autoregressive conditional duration model to analyse the process of default contagion
HC Chou
Applied Financial Economics 22 (13), 1111-1120, 2012
22012
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บทความ 1–20