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  1. Scholars Hub of the Academia Sinica
中央研究院 / 數理科學組 / 統計科學研究所

Ho, Hwai-Chung

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  • 簡歷
  • 研究成果 54
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研究成果
  • 全部
  • 期刊文章
  • 會議論文
  • 圖書及章節

依作者

  • 45 ho, hwai-chung
  • 8 hwai-chung ho
  • 4 cheng, tsung-lin
  • 4 hsing, tailen
  • 3 henghsiu tsai
  • 3 hung-yin chen
  • 3 liu, fang-i
  • 3 sun, tze-chien
  • 2 chen, chun-hsiu
  • 2 chuang, hongwei
  • . 下一頁 >

依日期

  • 35 2000 - 2025
  • 19 1923 - 1999

依類型

  • 44 期刊論文/journal paper
  • 6 專書(論文集)之一章/chapter in book
  • 3 學術會議(研討會)論文/conference paper
  • 1 主編之專書(論文集)/book edited

全文

  • 54 no fulltext

第 1 到 54 筆結果，共 54 筆。

公開日期題名作者關聯scopusWOS全文
12021Non-parametric estimation of conditional tail expectation for long-horizon returnsHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 31(1), 547-569
22020Chapter 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)
32019Modelling of how lotto players select their number combinations dynamicallyHwai-Chung Ho ; Shih-Chin Lee; Hsiou-wei LinInternational Gambling Studies 19(2), 200-219
42018Price Delay and Post-earnings Announcement Drift Anomalies: The Role of Option-implied BetasHwai-Chung Ho ; Wei-Che TsaiNorth American Journal of Economics and Finance
52018Momentum lost and found in corporate bond returnsHwai-Chung Ho ; Hsiao-Chung WangJournal of Financial Markets 38, 60-82
62017Contact Preference on Social Media: A Novel Approach to Rank Network PositionsHwai-Chung Ho ; Yang-chi Fu ; Ming-yi Chang; Wei-Chung Liu
72016Value at risk for integrated returns and its applications to equity portfoliosHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 26(4), 1631-1648
82016Contact Trees: Network Visualization beyond Nodes and EdgesSallaberry, Arnaud; Yang-chih Fu ; Hwai-Chung Ho ; Kwan-Liu MaPLOS ONE 11(2), e0146368
92014Implied price risk and momentum strategyChuang, Hongwei; Ho, Hwai-Chung Review of Finance 18(2), 591-622
102013Weak Ties and Contact Initiation in Everyday Life: Exploring Contextual Variations from Contact DiariesFu, Yang-chih ; Ho, Hwai-Chung ; Chen, Hsiu-ManSocial Networks 35(3), 279-287
112013Measuring the default risk of sovereign debt from the perspective of networkChuang, Hongwei; Ho, Hwai-Chung PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 392, 2235-2239.
122013Block sampling under strong dependenceZhang, T.; Ho, Hwai-Chung ; Wendler, M.; Wu, W. B.Stochastic Processes and their Applications 123, 2323-2339
132012How do heterogeneous beliefs influence asset volatility?Ho, Hwai-Chung ; Lin, Chien-ChihPacific Economic Review 17(4), 601-616
142012Estimating the price elasticity of demand for lotto from onscious and quick selection prospect.Lee, Shih-Chin; Tien, Joseph J.; Ho, Hwai-Chung Empirical Economics Letters. 11(1)
152011Bot Detection in Rhythm Games: A Physiological ApproachLin, Ruei-Min; Ho, Hwai-Chung ; Chen, Kuan-Ta 
162011Influence of heterogeneous beliefs on volatility when agents' degree of confidence differsHo, Hwai-Chung ; Lin, Chien-ChihAPPLIED ECONOMICS LETTERS 18(10-12)
172010Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model: long vs. short memoryHo, Hwai-Chung ; Yang, Sharon S.; Liu, Fang-IASTIN BULLETIN 40(2), 669-698
182010On empirical distribution of long-memory stochastic volatility processes.Ho, Hwai-Chung ; Liu, Fang-IJournal of Chinese Statistical Association 48(1), 31-44
192009The pricing measure for geometric Levy processes under incomplete financial marketsHo, Hwai-Chung ; Lee, Tsun-Siou; Tsai, Hung-ChouJournal of Financial Studies 17
202009Assessing ouantile reserves of long-duration equity-linked insurance products for returns exhibiting stochastic volatilityHo, Hwai-Chung 
212009Estimation of Short- and Long- Term VaR for Long-Memory Stochastic Volatility ModelsHo, Hwai-Chung ; Liu, Fang-IHandbook of Quantitative Finance and Risk Management (USA : Springer)
222008A note on asymptotic normality of kernel estimation for linear random fields on  $Z^2$Cheng, Tsung-Lin; Ho, Hwai-Chung ; Lu, XuewenJournal of Theoretical Probability 21(2), 267-286
232008On Berry-Esseen bounds for non-instantaneous filters of linear processesCheng, Tsung-Lin; Ho, Hwai-Chung Bernoulli 14(2), 301-321
242007A note on the Sharpe ratio for a class of generalized stochastic volatility processesHo, Hwai-Chung ; Yang, PeiyuJournal of the Chinese Statistical Association 45(4), 340-354
252007Central limit theorems for instantaneous filters of linear random fields on $Z^2$Cheng, Tsung-Lin; Ho, Hwai-Chung Random Walk, Sequential Analysis and Related Topics : A Festschrift in Honor of Yuan-Shih Chow (Singapore; Hackensack, NJ : World Scientific Pub.)
262006Gambler's fallacy in the Taiwan Lotto MarketHo, Hwai-Chung ; Lee, Shih-Chin; Lin, Hsiou-weiTaiwan Economic Review 34(4), 417-444
272006Time Series and Related Topics: in Memory of Ching-Zong WeiHo, Hwai-Chung ; Ing, Ching-Kang ; Lai, Tze LeungUSA
282006Two-stage U-statistics for Hypothesis TestingHo, Hwai-Chung ; Shieh, Grace S. Scandinavian Journal of Statistics 33(4), 861-873
292006Estimation errors of the sharpe ratio for long-memory stochastic volatility modelsHo, Hwai-Chung Time Series and Related Topics: in Memory of Ching-Zong Wei (USA : Beachwood, Ohio : Institute of Mathematical Statistics)
302005Asymptotic normality for non-linear functionals of non-causal linear processes with summable weightsCheng, Tsung-Lin; Ho, Hwai-Chung Journal of Theoretical Probability 18(2), 345-358
312005Polynomial trend regression with long-memory errorsHo, Hwai-Chung ; Hsu, Nan-JungJournal of Time Series Analysis 26(3), 323-354
322003A decomposition for generalized U-statistics of long-memory linear processesHo, Hwai-Chung ; Hsing, TailenTheory and Applications of Long-Range Dependence (Boston, MA : Birkhäuser)
332002On functionals of linear processes with estimated parameters  Ho, Hwai-Chung Statistica Sinica 12(4), 1171-1190
342002A conversation with George C. TiaoHo, Hwai-Chung ; Chen, Chun-Hsiu; Hsiao, Ren-HauJournal of Chinese Statistical Association 40(3), 275 - 302
352001A conversation with Yuan Shih Chow    Ho, Hwai-Chung ; Chen, Chun-HsiuJournal of Chinese Statistical Association 39(1), 23-44
361999Asymptotic distribution of sum and maximum for Gaussian processesHo, Hwai-Chung ; McCormick, William P.Journal of Applied Probability 36(4), 1031-1044
371999A note on first passage times of stationary sequencesHo, Hwai-Chung Statistica Sinica 9(3), 725-733
381998Comments on "Real and spurious long-memory properties of stock market data" by I.N. Lobato and N.E. SavinHo, Hwai-Chung ; Lin, Chien-fuJournal of Business and Economic Statistics 16, 272-273
391998On almost sure representations for long memory sequencesHo, Hwai-Chung Journal of the Korean Mathematical Society 35(3), 741-753
401997Limit theorems for functionals of moving averagesHo, Hwai-Chung ; Hsing, TailenAnnals of Probability 25(4), 1636-1669
411996Study of factors correlated with life quality of heart transplant recipientsHuang, K. C.; Ku, N. P.; Liu, H. E.; Ho, H. C. ; Wei, J.Nursing Research 4, 333-344
421996On central and non-central limit theorems in density estimation for sequences of long range dependenceHo, Hwai-Chung Stochastic Processes and Their Applications 63(2), 153-174
431996On the asymptotic expansion of the empirical process of long-memory moving averagesHo, Hwai-Chung ; Hsing, TailenAnnals of Statistics 24(3), 992-1024
441996On the Asymptotic Joint Distribution of the Sum and Maximum of Stationary Normal Random VariablesHo, Hwai-Chung ; Hsing, TailenJournal of Applied Probability 33(1), 138-145
451995The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequencesHo, Hwai-Chung Journal of Theoretical Probability 8(2), 347-360
461995On the strong uniform consistency of density estimation for strongly dependent sequencesHo, Hwai-Chung Statistics & Probability Letters 22(2), 149-156
471994A note on the exponential bounds for sequences of long-range dependenceHo, Hwai-Chung Soochow Journal of Mathematics 20(4), 595-602
481992A non-central limit theorem for non-linear functions of Gaussian  processes with  $\phi$ -mixing multiplicative noiseHo, Hwai-Chung Proceedings of the National Science Council - Part A 16, 63-66
491992On limiting distributions of nonlinear functions of noisy Gaussian sequencesHo, Hwai-Chung Stochastic Analysis and Applications 10(4), 417-430
501991A mixture-type limit theorem for nonlinear functions of Gaussian sequencesHo, Hwai-Chung ; Sun, Tze-ChienJournal of Theoretical Probability 4(2), 407-415
511990Limiting distributions for non-linear functions of stationary Gaussian processes with multiplicative noiseHo, Hwai-Chung ; Hsu, Chao-MinJournal of Chinese Statistical Association 28, 185-196
521990Limiting distributions of nonlinear vector functions of stationary Gaussian processesHo, Hwai-Chung ; Sun, Tze-ChienAnnals of Probability 18(3), 1159-1173
531987A central limit theorem for non-instantaneous filters of a stationary Gaussian processHo, Hwai-Chung ; Sun, Tze-ChienJournal of Multivariate Analysis 22(1), 144-155
541986Limit theorems of non-linear functions for stationary Gaussian processesSun, T. C.; Ho, Hwai-Chung Dependence in probability and statistics : a survey of recent results (Boston, MA : Birkhäuser)

 

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