Associate Professor of Business Law & Finance
National Taiwan Ocean University (NTOU) - Department of Shipping and Transportation Management
2 Pei-Ning Road
Keelung, Taiwan 20224
Republic of China
email address
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Chou, Heng-Chih's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,773 |
Total
Citations
3 |
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1.
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Chou, Heng-Chih
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719
(15,564)
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distance-from-default, expected default probability, credit spreads, default risk modeling
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2.
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Chou, Ray Y.
Academia Sinica Chou, Heng-Chih
Academia Sinica Liu, Nathan
Institute of Finance, National Chiao Tung University
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10 Jun 08
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Last Revised:
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02 Feb 09
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638
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CARR, DCC, GARCH, High/low range, realized volatility, multivariate volatility, volatility
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3.
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Chou, Heng-Chih
Chen, Wei-Ning
Kainan University - Department of International Business Chen, Dar-Hsin
National Chiao Tung University - Department of Information and Financial Management
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320
(45,322)
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Expiration effect, Price Effect, Volatility Effect, Price Reversal, Abnormal Volume Effect
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4.
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Tu, Yu-chen
Ming Chuan University - Graduate Institute of Finance Lai, Wei-Hung
Ming Chuan University - Graduate Institute of Management Chou, Heng-Chih
Ming Chuan University - Graduate Institute of Management
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96
(140,333)
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board structure, corporate value, financial policy, three-stage least squares (3SLS)
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5.
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Chou, Heng-Chih
Wang, David K.
National University of Kaohsiung
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risk management, value at risk (VaR), asymmetric conditional autoregressive range (ACARR) model, extreme value theory (EVT)
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6.
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Chou, Ray Y.
Academia Sinica Chou, Heng-Chih
Academia Sinica Liu, Nathan
Institute of Finance, National Chiao Tung University
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Range, Volatility forecasting, Dynamic conditional correlation, Smooth transition, Copula, Realized volatility, Risk management.
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7.
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Chou, Heng-Chih
Zaabar, Rim
CERAM Business School Wang, David K.
National University of Kaohsiung
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28 Sep 11
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Last Revised:
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12 Jun 13
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terrorist attack, maturity effect, volume effect, open interest effect, range-based volatility model
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Records 1 -
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of 7 matches
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