Browsing All of EconStor by Author Hsieh, Tai-Lin
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
---|---|---|
2016 | How are VIX and Stock Index ETF related? | Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael |
2018 | Connecting VIX and stock index ETF with VAR and diagonal BEKK | Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael |