Capturing value-at-risk in futures markets : a revised filtered historical simulation approach

von Changchien, Chang-cheng
Veröffentlicht in The journal of risk model validation (2012)

High-order moments and extreme value approach for value-at-risk

Veröffentlicht in Journal of empirical finance (2014)

Return distribution, leverage effect and spot-futures spread on the hedging effectiveness

von Kao, Wei-Shun
Veröffentlicht in Finance research letters (2017)

Does idiosyncratic risk matter to momentum profits? : evidence from China

von Kao, Wei-Shun
Veröffentlicht in The empirical economics letters (2018)

Contagion in international stock markets after the subprime mortgage crisis

von Kao, Wei-Shun
Veröffentlicht in The Chinese economy (2018)