Nick Ying-Pin Cheng

Vanung University - Department of Finance

1, Van-Nung Rd., Chung-Li

Taoyuan, 32061

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

588

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

How Accurate is the Square-Root-Of-Time Rule at Scaling Tail Risk: A Global Study

Number of pages: 30 Posted: 06 Sep 2010 Last Revised: 12 Sep 2010
Jying-Nan Wang, Jin-Huei Yeh and Nick Ying-Pin Cheng
Minghsin University of Science and Technology, National Central University and Vanung University - Department of Finance
Downloads 475 (60,614)
Citation 3

Abstract:

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2.

The Impact of Structural Breaks on the Integration of the Asean-5 Stock Markets

Number of pages: 22 Posted: 28 May 2009
Feng Chia University - Department of Statistics, University of Sydney, Vanung University - Department of Finance and Ling Tung University-Department of Finance
Downloads 113 (249,066)
Citation 1

Abstract:

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cointegration, rank, structural break, Asian financial crisis, stock market.