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Heng-Chih Chou

Observed name: Hengchih Chou
OpenAlex ID: A5038714684
Range Volatility Models and Their Applications in Finance
2010 · Ray Yeutien Chou, Hengchih Chou, et al. · Springer eBooks · 71
Range Volatility: A Review of Models and Empirical Studies
2014 · Ray Yeutien Chou, Hengchih Chou, et al. · Springer eBooks · 37
Return lead–lag and volatility transmission in shipping freight markets
2013 · Yao-Jen Hsiao, Heng-Chih Chou, et al. · Maritime Policy & Management · 32
Performance of default risk model with barrier option framework and maximum likelihood estimation: Evidence from Taiwan
2007 · Heng-Chih Chou, David Wang · Physica A Statistical Mechanics and its Applications · 14
Long memory and the relation between options and stock prices
2014 · Teng-Ching Huang, Yu-Chen Tu, et al. · Finance research letters · 11
Fear index and freight rates in dry-bulk shipping markets
2020 · Chih-Yuan Wu, Heng-Chih Chou, et al. · Applied Economics · 9
The use of technical analysis in sale-and-purchase transactions of secondhand ships
2017 · Heng-Chih Chou, Dar-Hsin Chen · Maritime Economics & Logistics · 9
Estimation of tail-related value-at-risk measures: range-based extreme value approach
2013 · Heng-Chih Chou, David K. Wang · Quantitative Finance · 8
Using Conditional Autoregressive Range Model to Forecast Volatility of the Stock Indices
2006 · Heng-Chih Chou, David Wang · Advances in intelligent systems research/Advances in Intelligent Systems Research · 7
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Measuring and testing the long-term impact of terrorist attacks on the US futures market
2011 · Heng-Chih Chou, Rim Zaabar, et al. · Applied Economics · 3
The predictive performance of a path-dependent exotic-option credit risk model in the emerging market
2010 · Dar-Hsin Chen, Heng-Chih Chou, et al. · Physica A Statistical Mechanics and its Applications · 3
Analysis of Board Structure,corporate Value and Financial Policy
2007 · Yu-Chen Tu, Wei-Hung Lai, et al. · Journal of marine science and technology · 3
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Does Social Information Matter ? The Moderating Effect on Port Reform Trust
2015 · Cheng-Hsing Yang, Rong-Her Chiu, et al. · Journal of Marine Science and Technology · 1
A Defaultable Callable Bond Pricing Model
2014 · David Hua, Heng-Chih Chou, et al. · SSRN Electronic Journal · 1
Trade-off Relationship Between the Hire Rates and Exercise Prices of Purchase Options in Ship Charter Contracts: an Option Pricing Application
2013 · Cheng-Hung Arthur Hsieh, Heng-Chih Chou, et al. · Journal of Marine Science and Technology · 1
Using the autoregressive conditional duration model to analyse the process of default contagion
2012 · Heng-Chih Chou · Applied Financial Economics · 1
Estimating and Forecasting Volatility of the Stock Indices Using Conditional Autoregressive Range (carr) Model
2006 · Heng-Chih Chou, David Wang · 1
The Use of Technical Indicators in the Trading of Second-Hand Dry Bulk Ships
2017 · Heng-Chih Chou, Dar-Hsin Chen · SSRN Electronic Journal
Measuring and Testing the Long-Term Impact of Terrorist Attacks on the U.S. Futures Market
2013 · Heng-Chih Chou, Rim Zaabar, et al. · SSRN Electronic Journal
Range Volatility: A Review of Models and Empirical Studiues
2012 · Ray Yeutien Chou, Heng-Chih Chou, et al. · SSRN Electronic Journal
Applying a Two-step Maximum Likelihood Method to Examine the Deposit Insurance Program of Taiwan
2012 · David K. Wang, Chun-Chou Wu, et al. · Journal of Marine Science and Technology
Empirical Study in Volatility Forecasting of Range-based EGARCH Models
2008 · Chun-Chou Wu, Heng-Chih Chou, et al. · Zhōngguó cáiwù xuékān
Credit Value-At-Risk, Credit Spread, and Distance-To-Default
2008 · Heng-Chih Chou · PanPacific management review
Expected Default Probability, Credit Spreads and Distance-from-Default
2005 · Heng-Chih Chou · SSRN Electronic Journal
Credit risk, default triggers, distant-to-default, and valuation of a bond : a contingent claims analysis
1999 · Heng-Chih Chou · University Microfilms International eBooks
Works count: 26
Citation count: 212
H-index: 8
I10-index: 5
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