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Hao Chan, Yi
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1

Jump-dependent model for optimal index futures hedging in f..:

, In: Emerging markets finance & trade
Lai, Yi-Hao ; Wang, Yi-Chiuan. (2016)  4/6 - p. 786-796
Copies:  Zentrale: z vwl 480.2/915; Zentrale:Magazin Zs fe 4915
 
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2

Dynamic hedging in stock index futures via copula multiplic..:

, In: Applied economics letters
Liu, Kai-ping ; Yang, Yung-lieh ; Lai, Yi-hao.. (2014)  10/12 - p. 801-805
Copies: Zentrale;
 
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3

A signaling theory of grade inflation:

Chan, William ; Hao, Li ; Suen, Wing
International economic review.  48 (2007)  3 - p. 1065-1090 , 2007
Copies:  Zentrale:Magazin Zs fb 6720; Zentrale:Magazin Zs fb 6720
 
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4

Variable selection and model building via likelihood basis ..:

, In: Journal of the American Statistical Association / ed. W. Allen Wallis
Zhang, Hao Helen ; Wahba, Grace ; Voelker, Meta... (2004)  467 - p. 659-672
Copies: Zentrale;
 
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5

Crystal structure and versatile functional roles of the COP..:

, In: Proceedings of the National Academy of Sciences of the United States of America
Lee, Jung-Hoon ; Yi, Lina ; Li, Jixi.... (2013)  29 - p. 11845-11850
Link: https://dx.doi.org/10.1073/pnas.1302418110
Copies:  Zentrale:E02 z nat 072.2/60; Zentrale:Magazin Zs fb 6460
 
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6

Risk assessment of oil price from static and dynamic modell..:

, In: Applied economics
Mi, Zhi-Fu ; Tang, Bao-Jun ; Cong, Rong-Gang.... (2017)  9 - p. 929-939
Copies: Zentrale;
 
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7

On likelihood ratio tests for threshold autoregression:

, In: Journal of the Royal Statistical Society
Chan, K. S. ; Tong, Howell. (1990)  3 - p. 469-476
Copies:  Zentrale:Magazin Zs fb 9304
 
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