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  1. Scholars Hub of the Academia Sinica
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Browsing by Author Hung-Yin Chen


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Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
2020Chapter 72: Non-Parametric Inference on Risk Measures for Integrated ReturnsHenghsiu Tsai ; Hwai-Chung Ho ; Hung-Yin ChenHandbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (World Scientific Publishing Company)
2021Non-parametric estimation of conditional tail expectation for long-horizon returnsHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 31(1), 547-569
2016Value at risk for integrated returns and its applications to equity portfoliosHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 26(4), 1631-1648
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