Chao-Chun, Chen 陳昭君

Chao-Chun, Chen 陳昭君

Tunghai University - Taichung / Taiwan
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202411
東海大學
person_outline Chao-Chun, Chen 陳昭君's MOST POPULAR ARTICLES
1-) A Markov regime-switching ARMA approach for hedging stock indicesCC Chen, WJ TsayJournal of Futures Markets 31, 165-191, 2011322011
2-) The valuation of European options when asset returns are autocorrelatedSL Liao, CC ChenJournal of Futures Markets 26, 85-102, 2006182006
3-) Net buying pressure and option informed tradingCC Chen, SH WangJournal of Futures Markets 37 (3), 238-259, 2017172017
4-) Option pricing under Markov-switching GARCH processesCC Chen, MY HungJournal of Futures Markets 30, 444-464, 2010142010
5-) The Beveridge-Nelson decomposition of Markov-switching processesChen, C.C., WJ TsayEconomics Letters 91, 83-89, 2006132006