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Chih-Ying Hsiao

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This is information that was supplied by Chih-Ying Hsiao in registering through RePEc. If you are Chih-Ying Hsiao , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Chih-Ying
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Last Name: Hsiao
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RePEc Short-ID: phs4

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Affiliation

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Works

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Working papers

  1. Carl Chiarella & Chih-Ying Hsiao, 2010. "Optimal Investment Strategies under Stochastic Volatility - Estimation and Applications," Research Paper Series 276, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Carl Chiarella & Chih-Ying Hsiao & Ming Xi Huang, 2010. "A Survey of Non-linear Methods for No-arbitrage Bond Pricing," Research Paper Series 277, Quantitative Finance Research Centre, University of Technology, Sydney.
  3. Carl Chiarella & Chih-Ying Hsiao & Willi Semmler, 2007. "Intertemporal Investment Strategies under Inflation Risk," Research Paper Series 192, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Chihying, Hsiao & Chen, Pu, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics Discussion Papers 2007-15, Kiel Institute for the World Economy.
  5. C. Hsiao & P. Chen, 2005. "The Transition Process in China: a Theoretical and Empirical Study," Computing in Economics and Finance 2005 210, Society for Computational Economics.
  6. Chen Pu & Hsiao Chihying, 2005. "Testing Cointegration Rank in Large Systems," Econometrics 0504002, EconWPA.
  7. Chen Pu & Hsiao Chihying, 2005. "What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth," Econometrics 0510005, EconWPA.
  8. Chen Pu & Hsiao Chihying, 2005. "Subsampling Cointegration Ranks in Large Systems," Econometrics 0508010, EconWPA.
  9. C. Chiarella & C. Hsiao, 2005. "Intertemporal Asset Allocation with Inflation-Indexed Bonds," Computing in Economics and Finance 2005 168, Society for Computational Economics.
  10. Carl Chiarella & Chih-Ying Hsiao, 2005. "The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method," Research Paper Series 171, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Carl Chiarella & Chih-ying Hsiao, 2004. "Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming," Computing in Economics and Finance 2004 73, Society for Computational Economics.
  12. Hsiao Chiying & Chen Pu, 2004. "Testing Weak Exogeneity in Cointegrated System," Econometric Society 2004 Far Eastern Meetings 537, Econometric Society.
  13. Chin-Ying Hsiao & Willi Semmler, 2001. "Maximum Likelihood Estimations of SDE Dynamics Based on Discrete Time Data How well does the Euler Method Perform?," CeNDEF Workshop Papers, January 2001 3A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

Articles

  1. Pu Chen & Chih-Ying Hsiao, 2010. "Causal Inference for Structural Equations: With an Application to Wage-Price Spiral," Computational Economics, Society for Computational Economics, vol. 36(1), pages 17-36, June.
  2. Chen, Pu & Hsiao, Chih-Ying, 2008. "What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth," Japan and the World Economy, Elsevier, vol. 20(4), pages 622-638, December.
  3. Carl Chiarella & Chih-Ying Hsiao & Willi Semmler, 2007. "Intertemporal asset allocation when the underlying factors are unobservable," Computational Economics, Society for Computational Economics, vol. 29(3), pages 383-418, May.
  4. Chen, Pu & Chihying, Hsiao, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(11), pages 1-43.
  5. Carl Chiarella & Chih-Ying Hsiao, 2006. "The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method," Computational Economics, Society for Computational Economics, vol. 28(2), pages 113-137, September.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-02-12
  2. NEP-CBA: Central Banking (1) 2007-02-24
  3. NEP-CNA: China (1) 2005-11-19
  4. NEP-DEV: Development (2) 2005-08-13 2005-11-19
  5. NEP-ECM: Econometrics (4) 2004-10-30 2005-04-16 2005-11-09 2007-05-19. Author is listed
  6. NEP-ETS: Econometric Time Series (4) 2004-10-30 2005-04-16 2005-11-09 2007-05-19. Author is listed
  7. NEP-FMK: Financial Markets (1) 2010-06-04
  8. NEP-MAC: Macroeconomics (1) 2007-02-24
  9. NEP-ORE: Operations Research (1) 2010-06-04
  10. NEP-SEA: South East Asia (1) 2005-11-05
  11. NEP-TRA: Transition Economics (2) 2005-11-05 2005-11-19

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