 | 2010 |
|---|
| 6 |       | Wann-Jyi Horng,
Tien-Chung Hu:
An Impact of the U.S. and the U.K. Return Volatility for the Hong Kong and the Japan's Stock Market Returns: A DCC and Bivariate AGARCH Model.
ICEE 2010: 5068-5072 |
| 5 | | Wann-Jyi Horng,
Jui-Chen Chang:
An Influence of the High Oil Price Periods for Two Stock Market Returns: Empirical Study of the Thailand and the Philippine's Stock Markets.
ICEE 2010: 5073-5077 |
| 4 | | Wann-Jyi Horng,
Jih-Ming Chyan:
An Impact of High and Low Oil Price Periods' Volatility for Two Stock Market Returns: Study of Singapore and Hong Kong's Stock Markets.
AISS 2(1): 43-56 (2010) |
| 3 | | Wann-Jyi Horng:
Dynamic Relationship of Two Exchange Rate Market Returns' Volatility with an European Dollars Factor: Empirical Study of Japan and Korea's Exchange Rate Markets.
JCIT 5(5): 148-155 (2010) |
| 2009 |
|---|
| 2 | | Wann-Jyi Horng,
Jih-Ming Chyan:
A DCC Analysis of Two Stock Market Returns Volatility with an Oil Price Factor: An Evidence Study of Singapore and Thailand's Stock Markets.
JCIT 4(1): 63-69 (2009) |
| 1 | | Wann-Jyi Horng,
Chi-Ming Kuan:
A DCC Analysis of Two Exchange Rate Market Returns Volatility with an Japan Dollars Factor: Study of Taiwan and Korea Exchange Rate Markets.
JCIT 4(4): 7-13 (2009) |
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