Showing 1 - 17 results of 17 for search 'Yaw-Huei Wang', query time: 0.33s Refine Results
  1. 1
    Two Essays on Option-implied Information
    by Kuang-Chieh Yen, 顏廣杰
    Published 2018
    Other Authors: “...Yaw-Huei Wang...”
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  2. 2
    The Relationship between News Articles, Investors’ Sentiment, and Realized Volatility
    by Ren-Jeng, Chung, 鍾任政
    Published 2018
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  3. 3
    A Structural Default Model with Stochastic Volatility Stock Prices for Convertible Bond Pricing
    by Chen-Chiang Fan, 范振強
    Published 2018
    Other Authors: “...Yaw-Huei Wang...”
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  4. 4
    An International Analysis on the Market Timing and Hedge Strategy – Based on Moving Average Ratio
    by Yao Chang, 張堯
    Published 2018
    Other Authors: “...Yaw-Huei Wang...”
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  5. 5
    Participant Effect on Gambling Preference in Individual Equity Option Market
    by Wei-Feng Hsu, 許維峰
    Published 2017
    Other Authors: “...Yaw-Huei Wang...”
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  6. 6
    Accuracy of forecasting volatility bythe GARCH-jump mixture mode
    by Ya-Ting Yu, 余雅婷
    Published 2006
    Other Authors: “...Yaw-Huei Wang...”
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  7. 7
    Model-Free Implied Volatility and Its Information Content—Evidence from Foreign Exchange Option
    by Ya-Chih Chen, 陳雅芝
    Published 2013
    Other Authors: “...Yaw-Huei Wang...”
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  8. 8
    The relation between the Implied VIX Spreads of VIX options and the future change of VIX index
    by Kai-Yu Chang, 張凱喻
    Published 2011
    Other Authors: “...Yaw-Huei Wang...”
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  9. 9
    An Empirical Analysis on the Co-Movement of the Liquidity of S&P 500 Component Stocks, S&P 500 Index Options and VIX Options
    by Wei-Chih Lai, 賴威志
    Published 2011
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  10. 10
    Dynamic Hedging: Time-varying optimal hedging, by return-based and range-based models under different dependent structures
    by Chin-Kai Huang, 黃勁凱
    Published 2009
    Other Authors: “...Yaw-Huei Wang...”
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  11. 11
    Bivariate Options Pricing with Copula-GARCH Model- Simulation Analysis
    by Ming-Han Yu, 游明翰
    Published 2009
    Other Authors: “...Yaw-Huei Wang...”
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  12. 12
    Bivariate Options Pricing with Copula-Based GARCH Model -Empirical Analysis
    by Kai-Wen Hsu, 許凱雯
    Published 2009
    Other Authors: “...Yaw-Huei Wang...”
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  13. 13
    Implied Volatility Spread and Future Returns
    by Yuan-Hao Lee, 李原豪
    Published 2009
    Other Authors: “...Yaw-Huei Wang...”
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  14. 14
    The Information Content of Option-ImpliedVolatility for Realized Volatility
    by Ming-Lin Chuang, 莊明霖
    Published 2008
    Other Authors: “...Yaw-Huei Wang...”
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  15. 15
    The Information Content of Derivatives Implied Tail Indices for Future Price Dynamics
    by Cheng-Lun Li, 李承侖
    Published 2014
    Other Authors: “...Yaw-Huei Wang...”
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  16. 16
    Firm Characteristics, Corporate Governance and Liquidity Premium: Evidence from Taiwan Stock Market
    by Ping-Hsien Chung, 鍾秉憲
    Published 2014
    Other Authors: “...Yaw-Huei Wang...”
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  17. 17
    A Comparison on the Information Content of Option Prices and Trading Activity for Future Returns of the Underlying Asset
    by Shang-Bo Wong, 翁尚伯
    Published 2014
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