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Kuan, Chung-Ming's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,025 |
Total
Citations
23 |
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1.
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Hsu, Po-Hsuan
University of Hong Kong Kuan, Chung-Ming
Department of Finance, National Taiwan University
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1,966
(2,922)
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data snooping, investor's strategies, SPA test, stationary bootstrap, technical analysis, trading rules, White's Reality Check
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2.
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Hsu, Po-Hsuan
University of Hong Kong Hsu, Yu-Chin
University of Missouri at Columbia - Department of Economics Kuan, Chung-Ming
Department of Finance, National Taiwan University
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03 Feb 08
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Last Revised:
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21 Aug 09
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540
(23,014)
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11
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data snooping, exchange traded funds, reality check, SPA test, stepwise test, technical trading rules
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3.
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Kuan, Chung-Ming
Department of Finance, National Taiwan University Yeh, Jin-Huei
National Central University Hsu, Yu-Chin
University of Missouri at Columbia - Department of Economics
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128
(112,137)
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4
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asymmetric least squares, CARE model, expectile, quantile, prudentiality, Value at Risk
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4.
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Kuan, Chung-Ming
Department of Finance, National Taiwan University Chen, Chien-Liang
National Chi Nan University
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21 Feb 10
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Last Revised:
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26 Feb 10
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74
(164,147)
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1
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average treatment effect, difference-in-differences, National Health Insurance, precautionary saving, quantile treatment effect
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5.
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Chuang, Hui-Ching
Department of Finance, Yuan Ze University Kuan, Chung-Ming
Department of Finance, National Taiwan University
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63
(179,478)
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3
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credit risk modeling, Markov switching, frailty correlated default, bankruptcy prediction, ROC analysis, distance to default
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6.
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Kuan, Chung-Ming
Department of Finance, National Taiwan University Michalopoulos, Christos
National Taiwan University - Department of Economics Xiao, Zhijie
University of Illinois at Urbana-Champaign - Department of Economics
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24 Jun 11
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Last Revised:
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22 Sep 12
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55
(192,096)
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1
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Quantile regression, multiple thresholds, fixed and shrinking shifts asymptotics, likelihood-ratio statistic, Wald statistic
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7.
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Yeh, Jin-Huei
National Central University Wang, Jying-Nan
Minghsin University of Science and Technology Kuan, Chung-Ming
Department of Finance, National Taiwan University
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48
(204,391)
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Inter quantile range, price jump, realized volatility, range-based volatility, bipower variation, market microstructure noise
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8.
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Kao, Yi-Cheng
Dept of International Business, National Taiwan University Kuan, Chung-Ming
Department of Finance, National Taiwan University Chen, Shikuan
National Taiwan University - Department of International Business
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44
(211,990)
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data snooping, GDP growth, stepwise SPA test, term spread
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9.
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Lee, Wei-Ming
Department of Economics, National Chung Cheng University Kuan, Chung-Ming
Department of Finance, National Taiwan University
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43
(213,971)
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1
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GMM, kernel function, KVB approach, over-identifying restrictions, robust test
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10.
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Kuan, Chung-Ming
Department of Finance, National Taiwan University Michalopoulos, Christos
National Taiwan University - Department of Economics Xiao, Zhijie
University of Illinois at Urbana-Champaign - Department of Economics
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24 Jun 11
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Last Revised:
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30 Apr 12
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28
(249,162)
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1
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Quantile regression, threshold effects, fixed and shrinking shifts asymptotics, likelihood-ratio statistic, sup-Wald statistic, two-parameter Gaussian process
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11.
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Kuan, Chung-Ming
Department of Finance, National Taiwan University Michalopoulos, Christos
National Taiwan University - Department of Economics
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22 Aug 12
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Last Revised:
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19 Feb 13
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19
(279,063)
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simultaneous equation model, quantile regression, threshold, endogeneity
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12.
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Hsu, Shih-Hsun
Department of Economics, National Chengchi University Kuan, Chung-Ming
Department of Finance, National Taiwan University
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17
(286,187)
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Conditional Moment Restrictions, Fourier Coefficients, Generically Comprehensive Revealing Function, Global Identifiability, GMM
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13.
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Kuan, Chung-Ming
Department of Finance, National Taiwan University Lin, Hsin-Yi
National Chengchi University (NCCU)
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21 Feb 10
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Last Revised:
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23 Apr 11
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encompassing test, non-nested model, quantile regression, rank score test
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14.
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Kuan, Chung-Ming
Department of Finance, National Taiwan University Lin, Hsin-Yi
National Chengchi University (NCCU) Chuang, Chia Chang
affiliation not provided to SSRN
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12 Jan 09
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Last Revised:
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23 Apr 11
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Granger non-causality, quantile causal effect, quantile regression, return-volume relation, sup-Wald test
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15.
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Hsu, Po-Hsuan
National Chiao-Tung University - Institute of Management and Technology Kuan, Chung-Ming
Department of Finance, National Taiwan University
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complex trading strategies, data snooping, reality check, SPA test, technical analysis, trading rules
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Records 1 -
15
of 15 matches
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