Results 1-7 of 7 (Search time: 0.002 seconds).
| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link | |
|---|---|---|---|---|---|---|---|
| 1 | 2006 | Time Series and Related Topics: in Memory of Ching-Zong Wei | Ho, Hwai-Chung ; Ing, Ching-Kang ; Lai, Tze Leung | USA | |||
| 2 | 1986 | Limit theorems of non-linear functions for stationary Gaussian processes | Sun, T. C.; Ho, Hwai-Chung | Dependence in probability and statistics : a survey of recent results (Boston, MA : Birkhäuser) | |||
| 3 | 2009 | Estimation of Short- and Long- Term VaR for Long-Memory Stochastic Volatility Models | Ho, Hwai-Chung ; Liu, Fang-I | Handbook of Quantitative Finance and Risk Management (USA : Springer) | |||
| 4 | 2006 | Estimation errors of the sharpe ratio for long-memory stochastic volatility models | Ho, Hwai-Chung | Time Series and Related Topics: in Memory of Ching-Zong Wei (USA : Beachwood, Ohio : Institute of Mathematical Statistics) | |||
| 5 | 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) | |||
| 6 | 2007 | Central 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.) | |||
| 7 | 2003 | A decomposition for generalized U-statistics of long-memory linear processes | Ho, Hwai-Chung ; Hsing, Tailen | Theory and Applications of Long-Range Dependence (Boston, MA : Birkhäuser) |
