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John Francis Diaz

Chung Yuan Christian University

22 Pu-Jen, Pu-chung Li

Chung-Li, 32023

Taiwan

  • Chung Yuan Christian University

SCHOLARLY PAPERS

2

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332

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0

Scholarly Papers (2)

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1.

High Technology ETF Forecasting: Application of Grey Relational Analysis and Artificial Neural Networks

Frontiers in Finance and Economics, Vol. 10, No. 2, 129-155, 2013
Number of pages: 27 Posted: 03 Feb 2015
Johui Chen, John Francis Diaz and Yu Fang Huang
Chung Yuan Christian University, Chung Yuan Christian University and Chung Yuan Christian University
Downloads 332 (226,528)

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high technology and non-high technology ETFs; grey relational analysis; artificial neural network

2.

Return and Volatility Transmissions in Asia's Top Emerging Economies

Diaz, J., Tan, G., & Qian, P. (2015). Return and Volatility Transmissions in Asia’s Top Emerging Economies. Euro-Asian Journal of Economics and Finance, 3(3), 125-132
Posted: 27 Sep 2015
John Francis Diaz, Genevieve Tan and Peh Qian
Chung Yuan Christian University, Chung Yuan Christian University - Business and Chung Yuan Christian University - Business

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Emerging Stock Markets, Spillover Effects, Leverage Effects, ARMA-EGARCH model