Yi-Hao Lai*, Yi-Chiuan Wang(王翊全), and Wei-Shih Chung (2018.02). Initial Jump and Recovering Jump in the S&P 500 Index Returns:
A Jump-Recovering-Switching Approach. Journal of Economics and Management, 14(1), 51-66.
Yi-Chiuan Wang(王翊全), Jyh-Lin Wu, Yi-Hao Lai (2018.01). New evidence on asymmetric return–volume dependence and extreme movements. Journal of Empirical Finance, 45, 212-227.
Yi-Hao Lai and Yi-Chiuan Wang(王翊全)* (2016.04). Jump-dependent Model for Optimal Index Futures Hedging in Five Major Asian Stock Markets. Emerging Markets Finance and Trade, 52(4), 786-796.
Yi-Chiuan Wang(王翊全), Jyh-lin Wu* (2015.12). Fundamentals and Exchange Rate Prediction Revisited. Journal of Money, Credit and Banking, 47(8), 1651-1671.
Yi-Chiuan Wang(王翊全), Jyh-lin Wu*, Yi-hao Lai (2013.12). A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach. Journal of Banking and Finance, 37(5), 1706-1719.
Jyh-lin Wu* and Yi-Chiuan Wang(王翊全) (2013.09). Fundamentals, Forecast Combinations and Nominal Exchange-Rate Predictability. International Review of Economics and Finance, 25, 129-145.
研討會論文
11筆資料 more...
王翊全、何柏毅* (2019.05). Revisiting the empirical performance of equity premium prediction- a lasso regression approach. Paper presented at 兩岸永續經營創新、變革與挑戰, 台灣台中市: 東海大學管理學院.
Yi-Chiuan Wanga*(王翊全), Yi-Hao Lai (2018.07). Revisiting CoVaR between Stock and Foreign Exchange Markets. Paper presented at Annual Symposium on Management and Social Sciences, Tokyo, Japan: ASMSS.
Yi-Chiuan Wang(王翊全)* and Yi-hao Lai(賴奕豪) (2017.07). Revisiting the Dependence between Stock Return and Trading Volume. Paper presented at International Conference on Social Science and Business, Okinawa, Japan.: Higher Education Forum.
Yi-Hao Lai(賴奕豪)* and Yi-Chiuan Wang(王翊全) (2017.02). Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach. Paper presented at Applied Financial Modelling Conference, Australia: Deakin University.
Yi-Chiuan Wang(王翊全)* (2016.07). Applying Dependence Switching Copula Approach to Uncovered Interest Parity. Paper presented at Society of Interdisciplinary Business Research, Osaka, Japan.: Nakhon Ratchasima Rajabhat University.
Jyh-Lin Wu, Yi-Chiuan Wang(王翊全) (2015.04). Independent Component Models and Exchange Rate Prediction. Paper presented at International Conference on Economics and Finance Research, 日本京都: International Economics Development Research Center (IEDRC)..
Yi-Hao Lai、Yi-Chiuan Wang*(王翊全) (2014.12). Jump-Dependent Model for Optimal Hedging for Five Major Stock Index Futures in Asia. Paper presented at 臺灣風險與保險國際學術研討會, 台中: 台灣風險與保險學會.
Jyh-Lin Wu*, Yi-Chiuan Wang(王翊全) (2014.06). Component-based Model and Exchange Rate Prediction. Paper presented at 2014 Asian Meeting of the Econometric Society, 台北、中央研究院: Academia Sinica.
