1, Sec. 4, Roosevelt Road
Taipei, 106
Taiwan
http://homepage.ntu.edu.tw/~ckuan
Department of Finance, National Taiwan University
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
data snooping, investor's strategies, SPA test, stationary bootstrap, technical analysis, trading rules, White's Reality Check
data snooping, exchange traded funds, reality check, SPA test, stepwise test, technical trading rules
Audit Quality, Average Treatment Effect, Big N Effect, Double Machine Learning, Gradient Boosting, Performance-Matched Discretionary Accruals
asymmetric least squares, CARE model, expectile, quantile, prudentiality, Value at Risk
Quantile regression, multiple thresholds, fixed and shrinking shifts asymptotics, likelihood-ratio statistic, Wald statistic
simultaneous equation model, quantile regression, threshold, endogeneity
Inter quantile range, price jump, realized volatility, range-based volatility, bipower variation, market microstructure noise
average treatment effect, difference-in-differences, National Health Insurance, precautionary saving, quantile treatment effect
GMM, kernel function, KVB approach, over-identifying restrictions, robust test
Quantile regression, threshold effects, fixed and shrinking shifts asymptotics, likelihood-ratio statistic, sup-Wald statistic, two-parameter Gaussian process
data snooping, GDP growth, stepwise SPA test, term spread
Conditional Moment Restrictions, Fourier Coefficients, Generically Comprehensive Revealing Function, Global Identifiability, GMM
encompassing test, non-nested model, quantile regression, rank score test
Granger non-causality, quantile causal effect, quantile regression, return-volume relation, sup-Wald test
complex trading strategies, data snooping, reality check, SPA test, technical analysis, trading rules