Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Wan-Hsiu Cheng"'
Publikováno v:
Heliyon, Vol 9, Iss 4, Pp e14939- (2023)
The relaxation of day trading restrictions in Taiwan at the start of 2016 resulted in a significant increase in day trading volume, which piqued our interest in researching the impact and profitability of day trading, expected (unexpected) day tradin
Externí odkaz:
https://doaj.org/article/4000ea5ae0084b2991c485b4dec605b6
Publikováno v:
Mathematics, Vol 11, Iss 13, p 2917 (2023)
In the turbulent landscape of financial markets, Bitcoin has emerged as a significant focus for investors due to its highly volatile returns. However, the risks and uncertainties associated with it necessitate effective hedging strategies. This paper
Externí odkaz:
https://doaj.org/article/9629a1424a104ba38db06c6e4a5e31d3
Publikováno v:
PLoS ONE, Vol 16, Iss 4, p e0250121 (2021)
The day trading in Taiwanese stock market expands considerably at the beginning of 2016, which increases the transactions of stocks consequently and sparks our interest in exploring the issue of day trading. In this study, we use the data of Taiwan S
Externí odkaz:
https://doaj.org/article/2e27aba58993447aaf45e5bf5431299f
Autor:
Wan-Hsiu Cheng, 鄭婉秀
94
Risk measuring and forecasting are important issues in finance, however most literature focuses on the financial assets, and fewer papers discuss energy assets. The Petroleum market is characterized as highly volatile, the imbalance of supply
Risk measuring and forecasting are important issues in finance, however most literature focuses on the financial assets, and fewer papers discuss energy assets. The Petroleum market is characterized as highly volatile, the imbalance of supply
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/18582759640928966943
Autor:
Wan-Hsiu Cheng, 鄭婉秀
89
This paper examined the relationship between stock index and stock index futures using exponential GARCH model. In rational, efficiently markets, the stock index futures and the stock index should be contemporaneously correlated. Nevertheless
This paper examined the relationship between stock index and stock index futures using exponential GARCH model. In rational, efficiently markets, the stock index futures and the stock index should be contemporaneously correlated. Nevertheless
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/84317139636974622297
Publikováno v:
Mathematics; Volume 11; Issue 13; Pages: 2917
In the turbulent landscape of financial markets, Bitcoin has emerged as a significant focus for investors due to its highly volatile returns. However, the risks and uncertainties associated with it necessitate effective hedging strategies. This paper
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=multidiscipl::233d48367008c42788a8e045886576f7
Publikováno v:
The North American Journal of Economics and Finance. 54:100891
This study investigates whether the role of gold changes due to the introduction of gold exchange-traded funds (ETFs) using sample data of seven countries in which physically-backed gold ETFs have been issued. The results show that the traditional ro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d4bb6ceacbe1557b154aaed2d52a8e31
https://doi.org/10.1016/j.najef.2018.12.003
https://doi.org/10.1016/j.najef.2018.12.003
Autor:
Jui-Cheng Hung, Wan-Hsiu Cheng
Publikováno v:
Journal of Empirical Finance. 18:160-173
This paper utilizes the most flexible skewed generalized t (SGT) distribution for describing petroleum and metal volatilities that are characterized by leptokurtosis and skewness in order to provide better approximations of the reality. The empirical
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6e62438f54980bc7ba597ec9829c76e8
https://doi.org/10.1016/j.jempfin.2010.05.004
https://doi.org/10.1016/j.jempfin.2010.05.004
Autor:
Wan-Hsiu Cheng, Cho-Min Lin
Publikováno v:
Applied Economics. 40:1187-1205
This study uses the multinomial logit model in which comovements are categorized into three outcomes, namely (i) negative comovements, (ii) positive comovements and (iii) no comovements, with the purpose of the empirical analysis being to investigate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c37cdb3388fad7ea544afdfc4b0b9de
https://doi.org/10.1080/00036840600771262
https://doi.org/10.1080/00036840600771262
Autor:
Wan-Hsiu Cheng
Publikováno v:
Economics Bulletin. 3(68):1-20
The traditional continuous and smooth models, like the GARCH model, may fail to capture extreme returns volatility. Therefore, this study applies the bivariate poisson (CBP)-GARCH model to study jump dynamics in price volatility of crude oil and heat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::15fae1857750356dd19a7e0cfd2b6aaa
http://www.accessecon.com/pubs/EB/2008/Volume3/EB-08C30068A.pdf
http://www.accessecon.com/pubs/EB/2008/Volume3/EB-08C30068A.pdf