Johui Chen

Chung Yuan Christian University

22 Pu-Jen, Pu-chung Li

Chung-Li, 32023

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

390

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (2)

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
Chung Yuan Christian University, Chung Yuan Christian University and Chung Yuan Christian University
Downloads 230 (165,775)

Abstract:

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

2.

The Study of the Spillover and Leverage Effects of Financial Exchange Traded Funds (ETFs)

Frontiers in Finance and Economics,Vol 11 No 2, pp. 41-59, 2014
Number of pages: 19 Posted: 02 Feb 2015
Johui Chen and Maya Malinda
Chung Yuan Christian University and Chung Yuan Christian University
Downloads 160 (229,623)
Citation 1

Abstract:

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Spillover Effect, Asymmetric-Volatility, Leverage Effect, Financial ETFs