Výsledky vyhledávání - "Yan-Yu Chiou"

Nonparametric regression with multiple thresholds: Estimation and inference

Autor: Jau-er Chen, Yan-Yu Chiou, Mei-Yuan Chen

Publikováno v: Journal of Econometrics. 206:472-514

This paper examines nonparametric regression with an exogenous threshold variable, allowing for an unknown number of thresholds. Given the number of thresholds and corresponding threshold values, we first establish the asymptotic properties of the lo

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3ecb4746d038a19c705d17eb5e14ab38
https://doi.org/10.1016/j.jeconom.2018.06.011

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Insurance activities, globalization, and economic growth: New methods, new evidence

Autor: Yan-Yu Chiou, Chien-Chiang Lee, Chi-Chuan Lee

Publikováno v: Journal of International Financial Markets, Institutions and Money. 51:155-170

This paper applies the most up-to-date non-parametric framework to investigate the non-linear linkage between insurance market activities, globalization, and economic growth using a pooled sample of 38 countries. Our empirical results first reveal th

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f8f19aba8dd3c129d6e87d7068afaf15
https://doi.org/10.1016/j.intfin.2017.05.006

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Dissertation/ Thesis

A study on using Nonparametric Regressions inOption Pricing Models

Autor: Yan-Yu Chiou, 邱晏瑜

101
As the financial markets expand, more and more participants enter into the markets. No matter what their trading purposes are, precise and objective reference prices are definitely essential. Since Black and Scholes (1973) developed the famo

Externí odkaz: http://ndltd.ncl.edu.tw/handle/12127603681379178927