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Information about:
Yin-Feng Gau

Personal Details | Affiliation | Works
This is information that was supplied by Yin-Feng Gau in registering through RePEc. If you are Yin-Feng Gau , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Yin-Feng
Middle Name:
Last Name: Gau
Suffix:

RePEc Short-ID: pga214

Email:
Homepage: http://www.cc.ncu.edu.tw/~yfgau
Postal Address: Department of Finance, National Central University, 300 Jhongda Rd., Jhongli, Taouyan 32001, Taiwan
Phone: 886-3-4227151 ext. 66263

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Wei-Ting Tang & Yin-Feng Gau, 2004. "Forecasting Value-at-Risk Using the Markov-Switching ARCH Model," Econometric Society 2004 Far Eastern Meetings 715, Econometric Society. [Downloadable!]

  2. Robert F. Engle & Yin-Feng Gau, 1997. "Conditional Volatility of Exchange Rates Under a Target Zone," University of California at San Diego, Economics Working Paper Series 97-06, Department of Economics, UC San Diego. [Downloadable!]

Articles

  1. Chih-Ling Lin & Ming-Chieh Wang & Yin-Feng Gau, 2007. "Expected risk and excess returns predictability in emerging bond markets," Applied Economics, Taylor and Francis Journals, vol. 39(12), pages 1511-1529. [Downloadable!] (restricted)

  2. Gau, Yin-Feng & Hua, Mingshu, 2007. "Intraday exchange rate volatility: ARCH, news and seasonality effects," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(1), pages 135-158, March. [Downloadable!] (restricted)

  3. Hua, Mingshu & Gau, Yin-Feng, 2006. "Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 193-208, April. [Downloadable!] (restricted)

  4. Gau, Yin-Feng, 2005. "Intraday volatility in the Taipei FX market," Pacific-Basin Finance Journal, Elsevier, vol. 13(4), pages 471-487, September. [Downloadable!] (restricted)

  5. Y.-F. Gau & M. Hau, 2004. "Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates," Applied Economics Letters, Taylor and Francis Journals, vol. 11(4), pages 263-266, March. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 2004-10-30 Author is listed
  2. NEP-FIN: Finance (1) 2004-10-30 Author is listed
  3. NEP-RMG: Risk Management (1) 2004-10-30 Author is listed
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This page was last updated on 2009-10-24.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.