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