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  1. Scholars Hub of the Academia Sinica
Academia Sinica / Division of Mathematics and Physical Sciences / Institute of Statistical Science

Ho, Hwai-Chung

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  • 37 ho, hwai-chung
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  • 1 2020 - 2025
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  • 44 期刊論文/journal paper

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Results 1-44 of 44 (Search time: 0.004 seconds).

Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
11987A central limit theorem for non-instantaneous filters of a stationary Gaussian processHo, Hwai-Chung ; Sun, Tze-ChienJournal of Multivariate Analysis 22(1), 144-155
22002A conversation with George C. TiaoHo, Hwai-Chung ; Chen, Chun-Hsiu; Hsiao, Ren-HauJournal of Chinese Statistical Association 40(3), 275 - 302
32001A conversation with Yuan Shih Chow    Ho, Hwai-Chung ; Chen, Chun-HsiuJournal of Chinese Statistical Association 39(1), 23-44
41991A mixture-type limit theorem for nonlinear functions of Gaussian sequencesHo, Hwai-Chung ; Sun, Tze-ChienJournal of Theoretical Probability 4(2), 407-415
51992A 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
62008A 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
71999A note on first passage times of stationary sequencesHo, Hwai-Chung Statistica Sinica 9(3), 725-733
81994A note on the exponential bounds for sequences of long-range dependenceHo, Hwai-Chung Soochow Journal of Mathematics 20(4), 595-602
92007A 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
101999Asymptotic distribution of sum and maximum for Gaussian processesHo, Hwai-Chung ; McCormick, William P.Journal of Applied Probability 36(4), 1031-1044
112005Asymptotic 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
122013Block sampling under strong dependenceZhang, T.; Ho, Hwai-Chung ; Wendler, M.; Wu, W. B.Stochastic Processes and their Applications 123, 2323-2339
131998Comments 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
142016Contact Trees: Network Visualization beyond Nodes and EdgesSallaberry, Arnaud; Yang-chih Fu ; Hwai-Chung Ho ; Kwan-Liu MaPLOS ONE 11(2), e0146368
152012Estimating 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)
162010Evaluating 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
172006Gambler's fallacy in the Taiwan Lotto MarketHo, Hwai-Chung ; Lee, Shih-Chin; Lin, Hsiou-weiTaiwan Economic Review 34(4), 417-444
182012How do heterogeneous beliefs influence asset volatility?Ho, Hwai-Chung ; Lin, Chien-ChihPacific Economic Review 17(4), 601-616
192014Implied price risk and momentum strategyChuang, Hongwei; Ho, Hwai-Chung Review of Finance 18(2), 591-622
202011Influence of heterogeneous beliefs on volatility when agents' degree of confidence differsHo, Hwai-Chung ; Lin, Chien-ChihAPPLIED ECONOMICS LETTERS 18(10-12)
211997Limit theorems for functionals of moving averagesHo, Hwai-Chung ; Hsing, TailenAnnals of Probability 25(4), 1636-1669
221990Limiting distributions for non-linear functions of stationary Gaussian processes with multiplicative noiseHo, Hwai-Chung ; Hsu, Chao-MinJournal of Chinese Statistical Association 28, 185-196
231990Limiting distributions of nonlinear vector functions of stationary Gaussian processesHo, Hwai-Chung ; Sun, Tze-ChienAnnals of Probability 18(3), 1159-1173
242013Measuring 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.
252019Modelling of how lotto players select their number combinations dynamicallyHwai-Chung Ho ; Shih-Chin Lee; Hsiou-wei LinInternational Gambling Studies 19(2), 200-219
262018Momentum lost and found in corporate bond returnsHwai-Chung Ho ; Hsiao-Chung WangJournal of Financial Markets 38, 60-82
272021Non-parametric estimation of conditional tail expectation for long-horizon returnsHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 31(1), 547-569
281998On almost sure representations for long memory sequencesHo, Hwai-Chung Journal of the Korean Mathematical Society 35(3), 741-753
292008On Berry-Esseen bounds for non-instantaneous filters of linear processesCheng, Tsung-Lin; Ho, Hwai-Chung Bernoulli 14(2), 301-321
301996On 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
312010On empirical distribution of long-memory stochastic volatility processes.Ho, Hwai-Chung ; Liu, Fang-IJournal of Chinese Statistical Association 48(1), 31-44
322002On functionals of linear processes with estimated parameters  Ho, Hwai-Chung Statistica Sinica 12(4), 1171-1190
331992On limiting distributions of nonlinear functions of noisy Gaussian sequencesHo, Hwai-Chung Stochastic Analysis and Applications 10(4), 417-430
341996On the asymptotic expansion of the empirical process of long-memory moving averagesHo, Hwai-Chung ; Hsing, TailenAnnals of Statistics 24(3), 992-1024
351996On 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
361995On the strong uniform consistency of density estimation for strongly dependent sequencesHo, Hwai-Chung Statistics & Probability Letters 22(2), 149-156
372005Polynomial trend regression with long-memory errorsHo, Hwai-Chung ; Hsu, Nan-JungJournal of Time Series Analysis 26(3), 323-354
382018Price Delay and Post-earnings Announcement Drift Anomalies: The Role of Option-implied BetasHwai-Chung Ho ; Wei-Che TsaiNorth American Journal of Economics and Finance
391996Study 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
401995The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequencesHo, Hwai-Chung Journal of Theoretical Probability 8(2), 347-360
412009The pricing measure for geometric Levy processes under incomplete financial marketsHo, Hwai-Chung ; Lee, Tsun-Siou; Tsai, Hung-ChouJournal of Financial Studies 17
422006Two-stage U-statistics for Hypothesis TestingHo, Hwai-Chung ; Shieh, Grace S. Scandinavian Journal of Statistics 33(4), 861-873
432016Value at risk for integrated returns and its applications to equity portfoliosHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 26(4), 1631-1648
442013Weak 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

 

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