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SHWU-JANE SHIEH Corresponding author. Department of International Business, College of Commerce, National Cheng-Chi University, Taipei, Taiwan
Database and Data Mining Lab: Lee, Yue-ShiYen, Show-JaneShieh, Yuh-PyngHwang, Shieh-ChingWang, Chiu-Kuang
Long-memory in Stock Index Futures Markets: A Value-at-Risk Approach Ta-lun Tang National Cheng-Chi University Shwu-Jane Shieh** National Cheng-Chi University National ...
On Mean Reversion in Stock Index Futures Markets Shwu-Jane Shieh* National Cheng-Chi University Abstract: The long-term dependent behavior in the closing prices and returns ...
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