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Yeh, Jin-Huei's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
573 |
Total
Citations
4 |
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1.
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Wang, Jying-Nan Minghsin University of Science and Technology Yeh, Jin-Huei National Central University Cheng, Nick Ying-Pin Vanung University - Department of Finance
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06 Sep 10
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Last Revised:
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12 Sep 10
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232
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2.
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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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127
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4
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asymmetric least squares, CARE model, expectile, quantile, prudentiality, Value at Risk
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3.
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Tsay, Ruey S. University of Chicago - Booth School of Business - Econometrics and Statistics Yeh, Jin-Huei National Central University
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100
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Gibbs sampling, Intraday return, Market microstructure, Markov chain Monte Carlo, Missing value
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4.
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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
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Inter quantile range, price jump, realized volatility, range-based volatility, bipower variation, market microstructure noise
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5.
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Yeh, Jin-Huei National Central University Wang, Jying-Nan Minghsin University of Science and Technology
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37
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Realized covariance, commonality, market microstructure, bias correction
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6.
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Yeh, Jin-Huei National Central University Wang, Jying-Nan Minghsin University of Science and Technology Hu, Yu-Pin National Chi Nan University
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29
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High frequency finance, integrated volatility, market microstructure noise, bias correction, commonality
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Records 1 -
6
of 6 matches
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