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Publications

by members of

College of Business
Feng Chia University
Taichung, Taiwan

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2014

  1. Chen, Cathy W.S. & Gerlach, Richard, 2014. "Semi-parametric Expected Shortfall Forecasting," Working Papers 2014_02, University of Sydney Business School, Discipline of Business Analytics.

2012

  1. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "The Effect of Growth Volatility on Income Inequality," Working papers, University of Connecticut, Department of Economics 2012-09, University of Connecticut, Department of Economics.
  2. WenShwo Fang & Stephen M. Miller, 2012. "Output Growth and Its Volatility: The Gold Standard through the Great Moderation," Working papers, University of Connecticut, Department of Economics 2012-11, University of Connecticut, Department of Economics.
  3. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2012. "The effect of ECSOs on energy use," Working papers, University of Connecticut, Department of Economics 2012-13, University of Connecticut, Department of Economics.
  4. WenShwo Fang & Stephen M. Miller, 2012. "The effect of ESCOs on carbon dioxide emissions," Working papers, University of Connecticut, Department of Economics 2012-14, University of Connecticut, Department of Economics.
  5. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "Banking Market Structure, Liquidity Needs, and Industrial Growth Volatility," Working papers, University of Connecticut, Department of Economics 2012-26, University of Connecticut, Department of Economics.
  6. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "Does Financial Development Volatility Affect Industrial Growth Volatility?," Working papers, University of Connecticut, Department of Economics 2012-45, University of Connecticut, Department of Economics.
  7. Cathy Chen & Junichi Hirukawa & Hiroshi Shiraishi & Kenichiro Tamaki & Masanobu Taniguchi & David Veredas, 2012. "Statistical Estimation of Portfolios for Dependent Financial Returns," ULB Institutional Repository 2013/136659, ULB -- Universite Libre de Bruxelles.
  8. Chen, Cathy W.S & Gerlach, Richard & Lin, Liou-Yan, 2012. "Bayesian Semi-parametric Expected Shortfall Forecasting in Financial M arkets," Working Papers 01/2012, University of Sydney Business School, Discipline of Business Analytics.

2011

  1. Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 2011-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  2. Chen, Cathy W.S & Gerlach, Richard & Lee, Wcw & Lin, Edward M.H., 2011. "Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis," Working Papers 1 OMEWP, University of Sydney Business School, Discipline of Business Analytics.

2010

  1. WenShwo Fang & Stephen M. Miller, 2010. "The Lag in Effect of Inflation Targeting and Policy Evaluation," Working papers, University of Connecticut, Department of Economics 2010-01, University of Connecticut, Department of Economics.

2009

  1. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2009. "Short- and Long-Run Differences in the Treatment Effects of Inflation Targeting on Developed and Developing Countries," Working papers, University of Connecticut, Department of Economics 2009-14, University of Connecticut, Department of Economics, revised Jul 2010.
  2. Chan, Nancy Y. C. & Chen, Cathy W.S. & Gerlach, Richard, 2009. "Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets," Working Papers 01/2009, University of Sydney Business School, Discipline of Business Analytics.

2008

  1. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers, University of Connecticut, Department of Economics 2008-24, University of Connecticut, Department of Economics.
  2. WenShwo Fang & Stephen M. Miller, 2008. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working papers, University of Connecticut, Department of Economics 2008-47, University of Connecticut, Department of Economics.
  3. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2008. "The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis," Working papers, University of Connecticut, Department of Economics 2008-48, University of Connecticut, Department of Economics.

2007

  1. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2007. "Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models," Working papers, University of Connecticut, Department of Economics 2007-20, University of Connecticut, Department of Economics, revised Mar 2008.
  2. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2007. "Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability," Working papers, University of Connecticut, Department of Economics 2007-45, University of Connecticut, Department of Economics, revised Jun 2009.

2005

  1. X. Henry Wang & Judy Hsu, 2005. "On Welfare under Cournot and Bertrand Competition in Differentiated Oligopolies," Working Papers, Department of Economics, University of Missouri 0514, Department of Economics, University of Missouri.
  2. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence," Working papers, University of Connecticut, Department of Economics 2005-09, University of Connecticut, Department of Economics.
  3. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?," Working papers, University of Connecticut, Department of Economics 2005-07, University of Connecticut, Department of Economics.

2004

  1. X. Henry Wang & Judy Hsu, 2004. "On the Licensing of Innovations under Strategic Delegation," Working Papers, Department of Economics, University of Missouri 0416, Department of Economics, University of Missouri, revised 23 Dec 2004.
  2. WenShwo Fang & Stephen M. Miller, 2004. "Exchange rate depreciation and exports: The case of Singapore revisited," Working papers, University of Connecticut, Department of Economics 2004-45, University of Connecticut, Department of Economics.

2002

  1. WenShwo Fang & Stephen M. Miller, 2002. "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers, University of Connecticut, Department of Economics 2002-30, University of Connecticut, Department of Economics.
  2. WenShwo Fang & Stephen M. Miller, 2002. "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers, University of Connecticut, Department of Economics 2002-31, University of Connecticut, Department of Economics.

1993

  1. Haaga, J. & Peterson, C. & Davanzo, J. & Lee, S.M., 1993. "Health Status and Family Support of Older Malaysian," Papers, RAND - Labor and Population Program 93-17, RAND - Labor and Population Program.

Journal articles

2013

  1. Judy Hsu & Kuo-An Li, 2013. "Performance assessments of Taiwan’s financial holding companies," Journal of Productivity Analysis, Springer, Springer, vol. 40(1), pages 137-151, August.
  2. Cathy Chen & Richard Gerlach, 2013. "Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity," Computational Statistics, Springer, Springer, vol. 28(3), pages 1103-1131, June.
  3. Cathy Chen & Shu-Yu Chen & Sangyeol Lee, 2013. "Bayesian Unit Root Test in Double Threshold Heteroskedastic Models," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 42(4), pages 471-490, December.
  4. Cathy Chen & Feng-Chi Liu & Mike So, 2013. "Threshold variable selection of asymmetric stochastic volatility models," Computational Statistics, Springer, Springer, vol. 28(6), pages 2415-2447, December.

2012

  1. Wang, David Han-Min & Yu, Tiffany Hui-Kuang & Hu, Heng-Chang, 2012. "On the asymmetric relationship between the size of the underground economy and the change in effective tax rate in Taiwan," Economics Letters, Elsevier, Elsevier, vol. 117(1), pages 340-343.
  2. Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012. "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, Elsevier, vol. 28(3), pages 557-574.
  3. Cathy Chen & Simon Lin & Philip Yu, 2012. "Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 40(1), pages 19-48, June.
  4. Lin, Edward M.H. & Chen, Cathy W.S. & Gerlach, Richard, 2012. "Forecasting volatility with asymmetric smooth transition dynamic range models," International Journal of Forecasting, Elsevier, Elsevier, vol. 28(2), pages 384-399.
  5. Cathy W.S. Chen & Richard Gerlach & Edward M. H. Lin & W. C. W. Lee, 2012. "Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(8), pages 661-687, December.
  6. Chan, J.S.K. & Lam, C.P.Y. & Yu, P.L.H. & Choy, S.T.B. & Chen, C.W.S., 2012. "A Bayesian conditional autoregressive geometric process model for range data," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(11), pages 3006-3019.
  7. Shen-Ming Lee & Chin-Shang Li & Shu-Hui Hsieh & Li-Hui Huang, 2012. "Semiparametric estimation of logistic regression model with missing covariates and outcome," Metrika, Springer, Springer, vol. 75(5), pages 621-653, July.
  8. Yi-Chein Chiang & Mei-Chu Ke & Tung Liang Liao & Cin-Dian Wang, 2012. "Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 22(12), pages 955-965, June.
  9. Ho-don Yan & Cheng-lang Yang, 2012. "Does an Undervalued Currency Merit Economic Growth? – Evidence from Taiwan," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(1), pages 37-57, March.
  10. Ho-don Yan & Cheng-lang Yang, 2012. "Are there different linkages of foreign capital inflows and the current account between industrial countries and emerging markets?," Empirical Economics, Springer, Springer, vol. 43(1), pages 25-54, August.

2011

  1. Yu, Tiffany Hui-Kuang, 2011. "Heterogeneous effects of different factors on global ICT adoption," Journal of Business Research, Elsevier, Elsevier, vol. 64(11), pages 1169-1173.
  2. Judy Hsu, 2011. "How do innovation and exchange rate changes affect firms' mode of foreign expansion?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(4), pages 429-447.
  3. Judy Hsu & X. Henry Wang, 2011. "A Note on the Efficiency of Indirect Taxes in an Asymmetric Cournot Oligopoly," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 53-59, February.
  4. Cathy Chen & Feng Liu & Richard Gerlach, 2011. "Bayesian subset selection for threshold autoregressive moving-average models," Computational Statistics, Springer, Springer, vol. 26(1), pages 1-30, March.
  5. Chen, Cathy W.S. & Chan, Jennifer S.K. & So, Mike K.P. & Lee, Kevin K.M., 2011. "Classification in segmented regression problems," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 55(7), pages 2276-2287, July.
  6. Gerlach, Richard H. & Chen, Cathy W. S. & Chan, Nancy Y. C., 2011. "Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 29(4), pages 481-492.
  7. Cathy W. S. Chen & Richard H. Gerlach & Ann M. H. Lin, 2011. "Multi-regime nonlinear capital asset pricing models," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(9), pages 1421-1438, April.
  8. S. Hsieh & S. Lee & P. Shen & M. Liu, 2011. "Conditional likelihood estimation and efficiency comparisons in proportional odds model with missing covariates," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 63(5), pages 887-921, October.
  9. Yi-Chein Chiang & Tung Liang Liao & Tse-An Hsiao, 2011. "Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(7), pages 493-503.
  10. Jian-Hsin Chou & Mei-Chu Ke & Yi-Chein Chiang & Tung Liang Liao, 2011. "The weekly pattern of commercial paper across different trading-day regimes," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(9), pages 1273-1283, September.
  11. Ho-Don Yan & Yu-Chen Kuo & Shan-Yu Chen, 2011. "Entrepreneurship and an Apprentice-based Cluster: The Evolution of Houli's Saxophone Cluster in Taiwan," Global Economic Review, Taylor & Francis Journals, Taylor & Francis Journals, vol. 40(4), pages 483-502, December.

2010

  1. Judy Hsu & X. Henry Wang, 2010. "Horizontal Mergers In A Differentiated Cournot Oligopoly," Bulletin of Economic Research, Wiley Blackwell, Wiley Blackwell, vol. 62(3), pages 305-314, 07.
  2. Yi-Chein Chiang & Jing-Syue Lin, 2010. "A study of the capital structure of Taiwanese firms investing in China," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(2), pages 185-201.
  3. Wang, Wan-Lun & Fan, Tsai-Hung, 2010. "ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 54(5), pages 1328-1341, May.

2009

  1. Tiffany Hui-Kuang Yu & Kun-Huang Huarng & Rapon Rianto, 2009. "Neural network-based fuzzy auto-regressive models of different orders to forecast Taiwan stock index," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 1(3), pages 347-358.
  2. Chen, Cathy W.S. & Gerlach, Richard & Wei, D.C.M., 2009. "Bayesian causal effects in quantiles: Accounting for heteroscedasticity," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 53(6), pages 1993-2007, April.
  3. Cathy W. S. Chen & Mike K. P. So & Edward M. H. Lin, 2009. "Volatility forecasting with double Markov switching GARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 28(8), pages 681-697.
  4. Lai, YiHao & Chen, Cathy W.S. & Gerlach, Richard, 2009. "Optimal dynamic hedging via copula-threshold-GARCH models," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 79(8), pages 2609-2624.
  5. Chen, Cathy W.S. & Gerlach, Richard & Cheng, Nick Y.P. & Yang, Y.L., 2009. "The impact of structural breaks on the integration of the ASEAN-5 stock markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 79(8), pages 2654-2664.
  6. Yuan-Hong Ho & Chiung-Ju Huang, 2009. "Tax-Spend, Spend-Tax, or Fiscal Synchronization: A Panel Analysis of the Chinese Provincial Real Data," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 257-272, July.
  7. Hsieh, S.H. & Lee, S.M. & Shen, P.S., 2009. "Semiparametric analysis of randomized response data with missing covariates in logistic regression," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 53(7), pages 2673-2692, May.
  8. Chiang, Yi-Chein & Ko, Chun-Lein, 2009. "An empirical study of equity agency costs and internationalization: Evidence from Taiwanese firms," Research in International Business and Finance, Elsevier, Elsevier, vol. 23(3), pages 369-382, September.

2008

  1. Luiz Moutinho & K.-H. Huarng & Tiffany Yu & C.-Y. Chen, 2008. "Modeling and forecasting tourism demand: the case of flows from Mainland China to Taiwan," Service Business, Springer, Springer, vol. 2(3), pages 219-232, September.
  2. Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H., 2008. "Volatility forecasting using threshold heteroskedastic models of the intra-day range," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 52(6), pages 2990-3010, February.
  3. So, Mike K.P. & Chen, Cathy W.S. & Lee, Jen-Yu & Chang, Yi-Ping, 2008. "An empirical evaluation of fat-tailed distributions in modeling financial time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 77(1), pages 96-108.
  4. Chen, Cathy W.S. & Gerlach, Richard H. & Tai, Amanda P.J., 2008. "Testing for nonlinearity in mean and volatility for heteroskedastic models," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 79(3), pages 489-499.
  5. Yi-Chein Chiang & Tung Liang Liao & Yu-Ling Liu, 2008. "Performance and Investments in China from Industrial Perspectives: Evidence from Taiwan Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 331-346.
  6. Ho-Don Yan, 2008. "Taiwan's Yacht Industry: A Tale of Two Entrepreneurial Firms," Global Economic Review, Taylor & Francis Journals, Taylor & Francis Journals, vol. 37(4), pages 469-486.
  7. Ho-Don Yan & Mei-Chih Hu, 2008. "Strategic entrepreneurship and the growth of the firm: the case of Taiwan's bicycle industry," Global Business and Economics Review, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 10(1), pages 11-34.
  8. Yan, Ho-don & Yang, Cheng-lang, 2008. "Foreign Capital Inflows and the Current Account Imbalance: Which Causality Direction?," Journal of Economic Integration, Center for Economic Integration, Sejong University, Center for Economic Integration, Sejong University, vol. 23, pages 434-461.

2007

  1. Tiffany Hui-Kuang Yu & Hong Yih Chu, 2007. "Is health care really a luxury? A demand and supply approach," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 39(9), pages 1127-1131.
  2. David Han-Min Wang & Tiffany Hui-Kuang Yu, 2007. "The role of interest rate in investment decisions: a fuzzy logic framework," Global Business and Economics Review, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 9(4), pages 448-457.
  3. Ke, Mei-Chu & Chiang, Yi-Chein & Liao, Tung Liang, 2007. "Day-of-the-week effect in the Taiwan foreign exchange market," Journal of Banking & Finance, Elsevier, Elsevier, vol. 31(9), pages 2847-2865, September.
  4. Yan, Ho-don, 2007. "Does capital mobility finance or cause a current account imbalance?," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 47(1), pages 1-25, March.

2006

  1. Wang, David Han-Min & Lin, Jer-Yan & Yu, Tiffany Hui-Kuang, 2006. "A MIMIC approach to modeling the underground economy in Taiwan," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 371(2), pages 536-542.
  2. Huarng, Kunhuang & Yu, Tiffany Hui-Kuang, 2006. "The application of neural networks to forecast fuzzy time series," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 363(2), pages 481-491.
  3. Yu, Tiffany Hui-Kuang & Wang, David Han-Min & Chen, Su-Jane, 2006. "A fuzzy logic approach to modeling the underground economy in Taiwan," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 362(2), pages 471-479.
  4. Chen, Cathy W.S. & So, Mike K.P., 2006. "On a threshold heteroscedastic model," International Journal of Forecasting, Elsevier, Elsevier, vol. 22(1), pages 73-89.
  5. Chen, Cathy W.S. & Gerlach, Richard & So, Mike K.P., 2006. "Comparison of nonnested asymmetric heteroskedastic models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(4), pages 2164-2178, December.
  6. Mike K. P. So & Cathy W. S. Chen & Feng-Chi Liu, 2006. "Best subset selection of autoregressive models with exogenous variables and generalized autoregressive conditional heteroscedasticity errors," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 55(2), pages 201-224.
  7. Gerlach, Richard & Chen, Cathy W.S. & Lin, Doris S.Y. & Huang, Ming-Hsiang, 2006. "Asymmetric responses of international stock markets to trading volume," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 360(2), pages 422-444.
  8. Chen, Cathy W.S. & Yang, Ming Jing & Gerlach, Richard & Jim Lo, H., 2006. "The asymmetric reactions of mean and volatility of stock returns to domestic and international information based on a four-regime double-threshold GARCH model," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 366(C), pages 401-418.
  9. Hsieh, Ying-Hen & Chen, Cathy W.S. & Lee, Shen-Ming & Chen, Yi-Ming A. & Wu, Shiow-Ing & Lai, Shu-Fen & Chang, An-Lung, 2006. "Estimating the Number of HIV-infected gay sauna patrons in Taipei area," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 362(2), pages 495-503.

2005

  1. Yu, Hui-Kuang, 2005. "Weighted fuzzy time series models for TAIEX forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 349(3), pages 609-624.
  2. Yu, Hui-Kuang, 2005. "A refined fuzzy time-series model for forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 346(3), pages 657-681.
  3. Huarng, Kunhuang & Yu, Hui-Kuang, 2005. "A Type 2 fuzzy time series model for stock index forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 353(C), pages 445-462.
  4. Chen, Cathy W.S. & Yu, Tiffany H.K., 2005. "Long-term dependence with asymmetric conditional heteroscedasticity in stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 353(C), pages 413-424.
  5. Judy Hsu & X. Wang, 2005. "On Welfare under Cournot and Bertrand Competition in Differentiated Oligopolies," Review of Industrial Organization, Springer, Springer, vol. 27(2), pages 185-191, 09.
  6. Cathy W. S. Chen & Mike K. P. So & Ming-Tien Chen, 2005. "A Bayesian threshold nonlinearity test for financial time series," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 24(1), pages 61-75.
  7. Lai, Ching-Chong & Hu, Shih-Wen & Fan, Chih-Ping, 2005. "The Overshooting Hypothesis of Agricultural Prices: The Role of Asset Substitutability," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, Western Agricultural Economics Association, vol. 30(01), April.
  8. Ho-don Yan, 2005. "Causal Relationship Between the Current Account and Financial Account," International Advances in Economic Research, Springer, Springer, vol. 11(2), pages 149-162, May.

2004

  1. X. Henry Wang & Judy Hsu, 2004. "On the Licensing of Innovations under Strategic Delegation," Economics Bulletin, AccessEcon, vol. 12(6), pages 1-10.

2003

  1. Cathy W. S. Chen & Mike K. P. So, 2003. "Subset threshold autoregression," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(1), pages 49-66.
  2. Chen, Cathy W. S. & Chiang, Thomas C. & So, Mike K. P., 2003. "Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model," Journal of Economics and Business, Elsevier, Elsevier, vol. 55(5-6), pages 487-502.
  3. Lee, Ching-Yung & Lee, Shen-Ming & Gee, Mei-Jih, 2003. "Estimating survival rates using an extended ricker's two-release method," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 42(1-2), pages 123-137, February.

1999

  1. Chen, Cathy W. S. & Lee, Shen-Ming & Hsieh, Ying-Hen & Ungchusak, Kumnuan, 1999. "A unified approach to estimating population size for a births only model," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 32(1), pages 29-46, November.

1998

  1. Chen, Cathy W. S., 1998. "A Bayesian analysis of generalized threshold autoregressive models," Statistics & Probability Letters, Elsevier, Elsevier, vol. 40(1), pages 15-22, September.
  2. Yan, Ho-don, 1998. "Intertemporal Balance, Sustainability and Efficiency of the Exchange Rate Mechanism," Journal of Economic Integration, Center for Economic Integration, Sejong University, Center for Economic Integration, Sejong University, vol. 13, pages 292-310.

1997

  1. Chen, Cathy W. S., 1997. "Detection of additive outliers in bilinear time series," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 24(3), pages 283-294, May.
  2. Kim, J-S. & Kang, S-H. & Lee, S. M., 1997. "Transfer batch scheduling for a two-stage flowshop with identical parallel machines at each stage," Omega, Elsevier, Elsevier, vol. 25(5), pages 547-555, October.

1995

  1. Lee, S. M. & Kim, E. B., 1995. "SFG-GP: An effective tutoring system for goal programming," Omega, Elsevier, Elsevier, vol. 23(3), pages 295-302, June.
  2. Chen, C. S. & Lee, S. M. & Shen, Q. S., 1995. "An analytical model for the container loading problem," European Journal of Operational Research, Elsevier, Elsevier, vol. 80(1), pages 68-76, January.

1990

  1. Zhu, N. & Ling, Z. & Shen, J. & Lane, J. M. & Hu, S., 1990. "Factors associated with the decline of the Cooperative Medical System and barefoot doctors in rural China," Health Policy, Elsevier, Elsevier, vol. 14(2), pages 149-151a.