2 Bei-Ning Road
Keelung, Taiwan 20224
National Taiwan Ocean University
in Total Papers Downloads
in Total Papers Citations
distance-from-default, expected default probability, credit spreads, default risk modeling
CARR, DCC, GARCH, High/low range, realized volatility, multivariate volatility, volatility
Expiration effect, Price Effect, Volatility Effect, Price Reversal, Abnormal Volume Effect
board structure, corporate value, financial policy, three-stage least squares (3SLS)
defaultable bond, embedded option, square-root diffusion process, partial differential equation, finite difference method
Technical indicators, Second-hand vessels, Moving averages, Filter rules, Bollinger bands, Bias
risk management, value at risk (VaR), asymmetric conditional autoregressive range (ACARR) model, extreme value theory (EVT)
Range, Volatility forecasting, Dynamic conditional correlation, Smooth transition, Copula, Realized volatility, Risk management.
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