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Meng-Jou Lu
Institution:
Asia University
Observed institutions:
Asia University,
National Yang Ming Chiao Tung University,
Humboldt-Universität zu Berlin
ORCID:
0000-0003-4990-5305
Observed ORCID:
0000-0003-4990-5305
OpenAlex ID:
A5084845783
Financial Risk Meter FRM based on Expectiles
2021
·
Rui Ren
, Meng-Jou Lu
, et al.
·
Journal of Multivariate Analysis
·
17
Hedging cryptos with Bitcoin futures
2023
·
Francis Liu
, Natalie Packham
, et al.
·
Quantitative Finance
·
11
Copula-Based Factor Model for Credit Risk Analysis
2015
·
Meng-Jou Lu
, Cathy Yi-Hsuan Chen
, et al.
·
Review of Quantitative Finance and Accounting
·
10
Adaptive order flow forecasting with multiplicative error models
2022
·
Andrija Mihoci
, Christopher Hian-Ann Ting
, et al.
·
Digital Finance
·
5
Financial Risk Meter based on Expectiles
2021
·
Rui Ren
, Meng-Jou Lu
, et al.
·
SSRN Electronic Journal
·
3
Spectral risk for digital assets
2024
·
Meng-Jou Lu
, Matúš Horváth
, et al.
·
Review of Quantitative Finance and Accounting
·
2
Corporate Governance, Product Market Competition and Announcement Returns of Spinoff Firms
2021
·
Lee-Hsien Pan
, Ying-Chou Lin
, et al.
·
Review of Pacific Basin Financial Markets and Policies
·
1
Building Intelligent Portfolio Allocation via Natural Language Processing methods for Cryptocurrencies
2026
·
Meng-Jou Lu
, Ying-I Lee
·
SSRN Electronic Journal
Realized Cryptocurrency Volatility Forecasting with Jumps: An Empirical Study
2025
·
Meng-Jou Lu
, Weiyu Kuo
, et al.
·
Springer handbooks of computational statistics
Piecewise Forecasting the Interest Rates from Dynamic Nelson–Siegel Model
2025
·
Meng-Jou Lu
, Ying-I Lee
·
WORLD SCIENTIFIC eBooks
Which risk do crypto index investments have?
2025
·
Huei-Wen Teng
, Matúš Horváth
, et al.
·
SSRN Electronic Journal
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Works count:
11
Citation count:
49
H-index:
4
I10-index:
3
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