Old Web
English
Sign In
Acemap
>
authorDetail
>
Jiun-Ju Chen
Jiun-Ju Chen
Extreme value theory
Volatility (finance)
Futures contract
Autoregressive conditional heteroskedasticity
Financial market
1
Papers
0
Citations
0
KQI
Citation Trend
Filter By
Interval:
1900~2024
1900
2024
Author
Papers (1)
Sort By
Default
Most Recent
Most Early
Most Citation
No data
Journal
Conference
Others
Role of Trading Volume on the Estimation of Dynamic Extreme Value-at-Risk in Futures Markets
2010
Ming-Hsiang Huang
Yung-Lieh Yang
Shian-Chang Huang
Jiun-Ju Chen
Show All
Source
Cite
Save
Citations (0)
1