| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
|---|---|---|---|---|---|---|
| 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 | |||
| 2010 | On empirical distribution of long-memory stochastic volatility processes. | Ho, Hwai-Chung ; Liu, Fang-I | Journal of Chinese Statistical Association 48(1), 31-44 |
