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Wang, Yaw-Huei's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,190 |
Total
Citations
47 |
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1.
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Wang, Yaw-Huei
National Taiwan University Keswani, Aneel
Faculty of Finance, Cass Business School, City University, London Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
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835
(12,337)
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9
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Causality, Investor Surveys, Market based sentiment measures, Realized volatility, Stock index returns
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2.
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The Euro and European Financial Market Dependence
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Bartram, Söhnke M.
Warwick Business School - Department of Finance Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance Wang, Yaw-Huei
National Taiwan University
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Posted:
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02 Jul 05
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Last Revised:
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21 Aug 10
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779
(13,695)
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23
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Wang, Yaw-Huei
National Taiwan University Bartram, Söhnke M.
Warwick Business School - Department of Finance Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
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15 Aug 06
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Last Revised:
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21 Aug 10
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153
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23
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Euro, international finance, dependence, copula, GARCH
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Bartram, Söhnke M.
Warwick Business School - Department of Finance Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance Wang, Yaw-Huei
National Taiwan University
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626
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23
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Euro, financial markets, dependence, co-movement, copula, GARCH, international finance, integration
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3.
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Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance Wang, Yaw-Huei
National Taiwan University
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09 Mar 04
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Last Revised:
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22 Jul 09
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680
(16,709)
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2
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Option pricing, density estimation, exchange rates, cross-rate, copulas
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4.
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Hsu, Chih-Chiang
National Central University at Taiwan - Department of Economics Tseng, Chih-Ping
National Central University at Taiwan Wang, Yaw-Huei
National Taiwan University
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585
(20,671)
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2
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Futures, Hedging, GARCH, Copula
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5.
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Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration Chung, San-Lin
National Taiwan University - Department of Finance Wang, Yaw-Huei
National Taiwan University
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05 Mar 08
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Last Revised:
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28 Jul 08
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439
(30,250)
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Cost of capital, Capital bugdeting, Fama/Franch three-factor model, Equilibrium option prices, Black-Scholes
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6.
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European Financial Market Integration in the Wake of the Sovereign Debt Crisis: An Industry Analysis
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Versions (2)
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hide multiple versions |
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Bartram, Söhnke M.
Warwick Business School - Department of Finance Wang, Yaw-Huei
National Taiwan University
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Posted:
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16 Mar 10
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Last Revised:
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18 Oct 12
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348
(40,458)
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Bartram, Söhnke M.
Warwick Business School - Department of Finance Wang, Yaw-Huei
National Taiwan University
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13 Jun 11
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Last Revised:
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18 Oct 12
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151
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Euro, International finance, Financial Markets, Dependence, Integration, Copula, GARCH
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Bartram, Söhnke M.
Warwick Business School - Department of Finance Wang, Yaw-Huei
National Taiwan University
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16 Mar 10
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Last Revised:
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18 Oct 12
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197
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Euro, International finance, Financial Markets, Dependence, Integration, Copula, GARCH
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7.
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San-Lin, Chung
National Taiwan University Tsai, Wei-Che
National Sun Yat-Sen University - Department of Finance Wang, Yaw-Huei
National Taiwan University Weng, Pei-Shih (Pace)
National Dong Hwa University - Department of Finance
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20 Nov 10
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Last Revised:
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17 Jan 13
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254
(58,240)
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VIX options, Index options, Put-call parity, Implied volatility, Implied density.
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8.
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Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration Wang, Yaw-Huei
National Taiwan University
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27 Aug 08
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Last Revised:
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19 Jan 10
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212
(70,500)
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Option pricing, General equilibrium, SSROPM, Black-Scholes
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9.
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Bartram, Söhnke M.
Warwick Business School - Department of Finance Wang, Yaw-Huei
National Taiwan University
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178
(83,734)
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5
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Contagion, correlation, co-movement, dependence, volatility, simulation
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10.
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Chou, Robin K.
National Chengchi University Chung, San-Lin
National Taiwan University - Department of Finance Hsiao, Yu-Jen
National Central University at Taiwan Wang, Yaw-Huei
National Taiwan University
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175
(85,118)
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2
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Liquidity risk, Option price, Implied volatility curve, Hedging cost
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11.
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Huang, Teng-Hao
National Central University at Taiwan Wang, Yaw-Huei
National Taiwan University
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24 Aug 07
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Last Revised:
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26 Dec 10
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161
(91,894)
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GARCH, Model fitting, Volatility forecasting, Density prediction, Jumps
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12.
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San-Lin, Chung
National Taiwan University Wang, Yaw-Huei
National Taiwan University
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159
(92,960)
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Option pricing, option bounds, exchange rates, cross-rate, correlation, copulas
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13.
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Wang, Yaw-Huei
National Taiwan University
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27 Feb 07
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Last Revised:
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22 Jul 09
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154
(95,720)
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2
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Density prediction, stochastic volatility, jumps, risk-neutral, real-world
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14.
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Chou, Robin K.
National Chengchi University Hsiao, Yu-Jen
National Central University at Taiwan Wang, Yaw-Huei
National Taiwan University Chung, San-Lin
National Taiwan University - Department of Finance
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110
(127,251)
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2
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Liquidity, Option price, Implied volatility curve, Hedging cost
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15.
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Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Hsieh, Pei-Fang
National Tsing Hua University - Department of Quantitative Finance Wang, Yaw-Huei
National Taiwan University
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11 Jul 08
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Last Revised:
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19 Oct 12
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84
(151,816)
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Option volatility information, Combination trades, Informed investors
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16.
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Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Hsieh, Pei-Fang
National Tsing Hua University - Department of Quantitative Finance Chih-Wei, Tang
National Central University at Taiwan Wang, Yaw-Huei
National Taiwan University
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| Posted: |
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17 Aug 11
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Last Revised:
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02 Oct 12
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37
(226,428)
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Options, Misreaction, Stochastic volatility, Model-free implied variance, Investors
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