Chun-Chou Wu

Independent

SCHOLARLY PAPERS

2

DOWNLOADS

196

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

A Markov-Switching Range-Based Volatility Model with Applications in Volatility Adjusted VAR Estimation

Number of pages: 29 Posted: 13 Mar 2012
Chun-Chou Wu, Yi-Kai Su and Daniel Miao
Independent, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 115 (334,845)
Citation 1

Abstract:

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CARR model, Markov-switching, range, exogenous shock, volatility adjusted historical VaR estimation

2.

Going Private Transactions by U.S.-Listed Chinese Companies: What Drives the Premiums Paid?

International Review of Economics and Finance (2014)
Number of pages: 30 Posted: 07 Apr 2014 Last Revised: 14 Sep 2021
San Francisco State University - Department of Finance, Zhejiang University, School of Management, National University of Kaohsiung and Independent
Downloads 81 (418,732)

Abstract:

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Firm undervaluation, Corporate governance, Going private