Jung-Bin Su: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates

Journal:

The North American Journal of Economics and Finance

Year:

2014

Language:

english

File:

PDF, 1.42 MB

english, 2014

2

How to mitigate the impact of inappropriate distributional settings when the parametric value-at-risk approach is used

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 1.31 MB

english, 2014

3

How candlestick features affect the performance of volatility forecasts: evidence from the stock market

Journal:

European Journal of Finance

Year:

2015

Language:

english

File:

PDF, 650 KB

english, 2015

4

[IEEE 2017 International Conference on Information and Communication Technology Convergence (ICTC) - Jeju (2017.10.18-2017.10.20)] 2017 International Conference on Information and Communication Technology Convergence (ICTC) - Use of tractroid factor in deformed parabolic reflector antenna which transfers orbital angular momentum modes

Hong, Ju Yeon, Lee, Wangjoo, Kim, Bong-Su, Kang, Min-Soo, Kim, Jung-Bin, Byun, Woo Jin, Song, Myung Sun

Year:

2017

File:

PDF, 476 KB

2017

5

The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios’ Returns

Su, Jung-Bin, Hung, Jui-Cheng

Journal:

Year:

2018

Language:

english

File:

PDF, 564 KB

english, 2018

6

The impact of liquidity on portfolio value-at-risk forecasts

Hung, Jui-Cheng, Su, Jung-Bin, Chang, Matthew C., Wang, Yi-Hsien

Journal:

Applied Economics

Year:

2019

Language:

english

File:

PDF, 1.75 MB

english, 2019

7

The Implementation of Asset Allocation Approaches: Theory and Evidence

Journal:

Year:

2020

File:

PDF, 809 KB

2020

8

Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation

Jung-Bin Su, Jui-Cheng Hung

Journal:

Economic Modelling

Year:

2011

Language:

english

File:

PDF, 520 KB

english, 2011

9

Mesenchymal Stem Cells Transfer Mitochondria to the Cells with Virtually No Mitochondrial Function but Not with Pathogenic mtDNA Mutations

Cho, Young Min, Kim, Ju Han, Kim, Mingoo, Park, Su Jin, Koh, Sang Hyeok, Ahn, Hyo Seop, Kang, Gyeong Hoon, Lee, Jung-Bin, Park, Kyong Soo, Lee, Hong Kyu, Moran, Maria

Journal:

Year:

2012

Language:

english

File:

PDF, 1.01 MB

english, 2012

10

Alternative statistical distributions for estimating value-at-risk: theory and evidence

Cheng-Few Lee, Jung-Bin Su

Journal:

Review of Quantitative Finance and Accounting

Year:

2012

Language:

english

File:

PDF, 647 KB

english, 2012

11

Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets

Su, Jung-Bin, Lee, Ming-Chih, Chiu, Chien-Liang

Journal:

International Review of Economics & Finance

Year:

2014

Language:

english

File:

PDF, 1.45 MB

english, 2014

12

Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 3.78 MB

english, 2015

13

Value-at-risk in US stock indices with skewed generalized error distribution

Lee, Ming-Chih, Su, Jung-Bin, Liu, Hung-Chun

Journal:

Applied Financial Economics Letters

Year:

2008

Language:

english

File:

PDF, 119 KB

english, 2008

14

How do financial features affect volatility forecasts? Evidence from the oil market and other markets

Journal:

Asia Pacific Management Review

Year:

2017

Language:

english

File:

PDF, 636 KB

english, 2017

15

The assessment of the United States quantitative easing policy: Evidence from global stock markets

Su, Jung-Bin, Hung, Ken

Journal:

International Journal of Finance & Economics

Year:

2017

Language:

english

File:

PDF, 1.71 MB

english, 2017

16

Sustainable Returns: The Effect of Regional Industrial Development Policy on Institutional Investors’ Behavior in China

Lin, Shu, Lu, Jun, Su, Jung-Bin, Chen, Wei-Peng

Journal:

Year:

2018

Language:

english

File:

PDF, 1.01 MB

english, 2018