公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 |
2022 | Forecasting expected shortfall and value-at-risk with realized variance measures and the FZ loss | Chou, R. Y.; Yen, T.-J. ; Yen, Y.-M. | Taiwan Economic Forecast and Policy | | | |
2019 | Macroeconomic forecasting using approximate factor models with outliers | Chou, R. Y.; Yen, T.-J. ; Yen, Y.-M. | INTERNATIONAL JOURNAL OF FORECASTING 36(2), 267-291 | | | |
- | Risk evaluations with robust approximate factor models | Chou, R. Y.; Yen, T.-J.; Yen, Y.-M. | JOURNAL OF BANKING & FINANCE | | | |
2014 | Robust estimations of approximate factor models via sparse matrix decomposition | Chou, R. Y.; Yen, T.-J.; Yen, Y.-M. | Robust estimations of approximate factor models via sparse matrix decomposition | | | |