Quantile regression analysis of corporate liquidity : evidence from the US property-liability insurance industry

von Chang, Vincent Y.
Veröffentlicht in The Geneva papers on risk and insurance - issues and practice (2014)

Model specification of conditional jump intensity : Evidence from S&P 500 returns and option prices

von Cheng, Hung-Wen
Veröffentlicht in The North American journal of economics and finance (2020)

Price bounds of mortality-linked security in incomplete insurance market

Veröffentlicht in Insurance / Mathematics & economics (2014)

Empirical performance of component GARCH models in pricing VIX term structure and VIX futures

von Cheng, Hung-Wen
Veröffentlicht in Journal of empirical finance (2023)