Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Raymond Chiang"'
Autor:
Pei-Li Sun, Raymond Chiang
Publikováno v:
Journal of Imaging Science and Technology. 65:20502-1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91a459f20d8f76a72711a5bbf03dfab0
https://doi.org/10.2352/j.imagingsci.technol.2021.65.2.020502
https://doi.org/10.2352/j.imagingsci.technol.2021.65.2.020502
Autor:
Raymond Chiang, Pei-Li Sun
Publikováno v:
Journal of Imaging Science & Technology; 2021, Vol. 65 Issue 2, p1-13, 13p
Autor:
Raymond Chiang, Janet A.W. Elliott
Publikováno v:
Microgravity - Science and Technology. 16:158-163
The presence of solid nano-scale particles affects the stability of emulsions but it is difficult to make direct observations of these particles because of their dimensions. By reducing the gravitational force exerted on the droplets and particles, i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd92c4d7c6feedfe6a2d292d7b2dae2f
https://doi.org/10.1007/bf02945968
https://doi.org/10.1007/bf02945968
Publikováno v:
Industrial & Engineering Chemistry Research. 44:1241-1249
One of the factors responsible for the high stability of water-in-bitumen or water-in-crude oil emulsions is the presence of a complex adsorbed layer of material at the water−oil interface. However, except for its role as a steric barrier, little i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::34c1af406b403cb92e516ecc64a88268
https://doi.org/10.1021/ie040134b
https://doi.org/10.1021/ie040134b
Autor:
K.C. John Wei, Raymond Chiang
Publikováno v:
Pacific-Basin Finance Journal. 12:445-461
In this paper, we derive a generalized method of moments (GMM) estimator for variance in markets with daily price limits. We compare the GMM estimator with the maximum likelihood (ML) estimator and three ad hoc estimators used in the literature. All
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::39d4dbabda607cb812555bce10a989af
https://doi.org/10.1016/j.pacfin.2004.01.001
https://doi.org/10.1016/j.pacfin.2004.01.001
Autor:
Raymond Chiang, Wai-Ming Fong
Publikováno v:
Journal of Banking & Finance. 25:355-375
We study the lead‐lag relationships among the spot, futures, and options markets on Hong Kong’s Hang Seng Index (HSI). The young options market experiences thin trading, and the option returns lag the cash index returns. The more mature futures m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b5e2cc82f34f89c5e6d125a392f8797a
https://doi.org/10.1016/s0378-4266(99)00127-2
https://doi.org/10.1016/s0378-4266(99)00127-2
Publikováno v:
Review of Pacific Basin Financial Markets and Policies. :87-105
This paper documents the general market situations, the regulations, and the issuing strategies as well as hedging strategies in the recently established Taiwan warrant market. Regulations highly affected the development of the market including the i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::266a0510eb43ca09846ade29207460f8
https://doi.org/10.1142/s021909150000008x
https://doi.org/10.1142/s021909150000008x
Publikováno v:
Journal of Banking & Finance. 21:17-35
In this paper earnings, dividends and stock prices are modelled within a plausible economic framework. The first stage in the analysis involves characterisation of the dynamic behaviour of earnings, for which evidence was found for mean reverting beh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bef6fbea472a947bc684e99a8a853e0a
https://doi.org/10.1016/s0378-4266(96)00029-5
https://doi.org/10.1016/s0378-4266(96)00029-5
Publikováno v:
CIPLS
This paper presents an Evolutionary Algorithm using a new ontogenic approach, called Staged Developmental Genetic Programming (SDGP), for solving symmetric Traveling Salesman Problems (TSPs). In SDGP, a genotype-phenotype mapping (gpm) is used to ref
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b106de978944dfe055fcfa64394f9bce
https://doi.org/10.1109/cipls.2013.6595203
https://doi.org/10.1109/cipls.2013.6595203
Publikováno v:
Journal of Banking & Finance. 19:1327-1340
In this paper we extend the study of mean reversion behavior by modelling the fundamental value as a stochastic process. The market value of the asset is then modelled as a mean reverting Ornstein Uhlenbeck process towards the fundamental value. Solv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b23ce44beacdc90fdddf238473448594
https://doi.org/10.1016/0378-4266(94)00115-j
https://doi.org/10.1016/0378-4266(94)00115-j