Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
2007 | Central limit theorems for instantaneous filters of linear random fields on $Z^2$ | Cheng, Tsung-Lin; Ho, Hwai-Chung | Random Walk, Sequential Analysis and Related Topics : A Festschrift in Honor of Yuan-Shih Chow (Singapore; Hackensack, NJ : World Scientific Pub.) | | | |
2020 | Chapter 72: Non-Parametric Inference on Risk Measures for Integrated Returns | Henghsiu Tsai ; Hwai-Chung Ho ; Hung-Yin Chen | Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (World Scientific Publishing Company) | | | |
1998 | Comments on "Real and spurious long-memory properties of stock market data" by I.N. Lobato and N.E. Savin | Ho, Hwai-Chung ; Lin, Chien-fu | Journal of Business and Economic Statistics 16, 272-273 | | | |
2017 | Contact Preference on Social Media: A Novel Approach to Rank Network Positions | Hwai-Chung Ho ; Yang-chi Fu ; Ming-yi Chang; Wei-Chung Liu | | | | |
2016 | Contact Trees: Network Visualization beyond Nodes and Edges | Sallaberry, Arnaud; Yang-chih Fu ; Hwai-Chung Ho ; Kwan-Liu Ma | PLOS ONE 11(2), e0146368 | | | |
2012 | Estimating the price elasticity of demand for lotto from onscious and quick selection prospect. | Lee, Shih-Chin; Tien, Joseph J.; Ho, Hwai-Chung | Empirical Economics Letters. 11(1) | | | |
2006 | Estimation errors of the sharpe ratio for long-memory stochastic volatility models | Ho, Hwai-Chung | Time Series and Related Topics: in Memory of Ching-Zong Wei (USA : Beachwood, Ohio : Institute of Mathematical Statistics) | | | |
2009 | Estimation of Short- and Long- Term VaR for Long-Memory Stochastic Volatility Models | Ho, Hwai-Chung ; Liu, Fang-I | Handbook of Quantitative Finance and Risk Management (USA : Springer) | | | |
2010 | Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model: long vs. short memory | Ho, Hwai-Chung ; Yang, Sharon S.; Liu, Fang-I | ASTIN BULLETIN 40(2), 669-698 | | | |
2006 | Gambler's fallacy in the Taiwan Lotto Market | Ho, Hwai-Chung ; Lee, Shih-Chin; Lin, Hsiou-wei | Taiwan Economic Review 34(4), 417-444 | | | |
2012 | How do heterogeneous beliefs influence asset volatility? | Ho, Hwai-Chung ; Lin, Chien-Chih | Pacific Economic Review 17(4), 601-616 | | | |
2014 | Implied price risk and momentum strategy | Chuang, Hongwei; Ho, Hwai-Chung | Review of Finance 18(2), 591-622 | | | |
2011 | Influence of heterogeneous beliefs on volatility when agents' degree of confidence differs | Ho, Hwai-Chung ; Lin, Chien-Chih | APPLIED ECONOMICS LETTERS 18(10-12) | | | |
1997 | Limit theorems for functionals of moving averages | Ho, Hwai-Chung ; Hsing, Tailen | Annals of Probability 25(4), 1636-1669 | | | |
1986 | Limit theorems of non-linear functions for stationary Gaussian processes | Sun, T. C.; Ho, Hwai-Chung | Dependence in probability and statistics : a survey of recent results (Boston, MA : Birkhäuser) | | | |
1990 | Limiting distributions for non-linear functions of stationary Gaussian processes with multiplicative noise | Ho, Hwai-Chung ; Hsu, Chao-Min | Journal of Chinese Statistical Association 28, 185-196 | | | |
1990 | Limiting distributions of nonlinear vector functions of stationary Gaussian processes | Ho, Hwai-Chung ; Sun, Tze-Chien | Annals of Probability 18(3), 1159-1173 | | | |
2013 | Measuring the default risk of sovereign debt from the perspective of network | Chuang, Hongwei; Ho, Hwai-Chung | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 392, 2235-2239. | | | |
2019 | Modelling of how lotto players select their number combinations dynamically | Hwai-Chung Ho ; Shih-Chin Lee; Hsiou-wei Lin | International Gambling Studies 19(2), 200-219 | | | |
2018 | Momentum lost and found in corporate bond returns | Hwai-Chung Ho ; Hsiao-Chung Wang | Journal of Financial Markets 38, 60-82 | | | |