Research classified by Journal of Economic Literature (JEL) codes

2020

• Tzu Tai & Cheng Few Lee & Tian-Shyr Dai & Keh Luh Wang & Hong-Yi Chen, 2020, "Pricing Fair Deposit Insurance: Structural Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hsin-Hue Chang, 2020, "Application of Structural Equation Modeling in Behavioral Finance: A Study on the Disposition Effect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Sophia I-Ling Wang, 2020, "External Financing Needs and Early Adoption of Accounting Standards: Evidence from the Banking Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Xi Zhang & Philip S. Yu, 2020, "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Subhransu S. Mohanty, 2020, "Sourcing Alpha in Global Equity Markets: Market Factor Decomposition and Market Characteristics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu, 2020, "Support Vector Machines Based Methodology for Credit Risk Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wikil Kwak & Yong Shi & Cheng Few Lee, 2020, "Data Mining Applications in Accounting and Finance Context," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Fang-Chi Lin & Chin-Chen Chien & Cheng Few Lee & Hsuan-Chu Lin & Yu-Cheng Lin, 2020, "Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Luis Alberiko Gil-Alana & Hector Carcel, 2020, "ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hai-Chin Yu & Cheng Few Lee & Ben J. Sopranzetti, 2020, "Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Time-Series Analysis: Components, Models, and Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• George Chalamandaris & A. G. Malliaris, 2020, "Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Robert H. Patrick, 2020, "Durbin–Wu–Hausman Specification Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jessica Schlossberg & Norman R. Swanson, 2020, "Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• John Guerard & Andrew Mark, 2020, "Earnings Forecasts and Revisions, Price Momentum, and Fundamental Data: Further Explorations of Financial Anomalies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Re-Jin Guo & Yingda Lu & Lingling Xie, 2020, "Ranking Analysts by Network Structural Hole," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Kin-Wai Lee & Gillian Hian-Heng Yeo, 2020, "The Association Between Book-Tax Differences and CEO Compensation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Dean Diavatopoulos & Oleg Sokolinskiy, 2020, "Stochastic Volatility Models: Faking a Smile," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Tumellano Sebehela, 2020, "Entropic Two-Asset Option," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2020, "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Bilel Kaffel & Fathi Abid, 2020, "Time-Frequency Wavelet Analysis of Stock-Market Co-Movement Between and Within Geographic Trading Blocs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Alice C. Lee & Cheng Few Lee, 2020, "Alternative Methods to Deal with Measurement Error," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Xiaoqian Zhu & Jianping Li & Dengsheng Wu, 2020, "Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chuan-Hsiang Han, 2020, "GPU Acceleration for Computational Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• K. Victor Chow & Wanjun Jiang & Jingrui Li, 2020, "Does VIX Truly Measure Return Volatility?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020, "An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wen-Ming Szu & Yi-Chen Wang & Wan-Ru Yang, 2020, "How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Heping Pan, 2020, "Intelligent Portfolio Theory and Strength Investing in the Confluence of Business and Market Cycles and Sector and Location Rotations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jianping Li & Gang Li & Dongxia Sun & Cheng Few Lee, 2020, "Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ivan E. Brick & Darius Palia, 2020, "Product Market Competition and CEO Pay Benchmarking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 45, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Weiwei Chen & Benjamin Melamed & Oleg Sokolinskiy & Ben S. Sopranzetti, 2020, "Equilibrium Rate Analysis of Cash Conversion Systems: The Case of Corporate Subsidiaries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Robert Grauer, 2020, "Is the Market Portfolio Mean–Variance Efficient?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jr-Yan Wang & Mao-Wei Hung, 2020, "Consumption-Based Asset Pricing with Prospect Theory and Habit Formation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Manak C. Gupta, 2020, "An Integrated Model for the Cost-Minimizing Funding of Corporate Activities Over Time," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2020, "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2020, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee & Hsin-Min Lu, 2020, "The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chin-Chen Chien & Cheng Few Lee & She-Chih Chiu, 2020, "The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wikil Kwak & Yong Shi & Heeseok Lee & Cheng Few Lee, 2020, "Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chen Su & Hanxiong Zhang, 2020, "A Time-Series Bootstrapping Simulation Method to Distinguish Sell-Side Analysts’ Skill from Luck," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 55, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Veronika Belousova & Vasily Solodkov & Nikolay Chichkanov & Ekaterina Nikiforova, 2020, "Acceptance of New Technologies by Employees in Financial Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 56, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Lie-Jane Kao & Cheng Few Lee, 2020, "Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cathy Yi-Hsuan Chen & Thomas C. Chiang, 2020, "An Empirical Investigation of the Long Memory Effect on the Relation of Downside Risk and Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 58, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Lie-Jane Kao & Li-Shya Chen & Cheng Few Lee, 2020, "Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 59, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & George T. Moratis, 2020, "Determinants of Euro-Area Bank CDS Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 60, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Januj Juneja, 2020, "Dynamic Term Structure Models Using Principal Components Analysis Near the Zero Lower Bound," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 61, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Frank C. Jen, 2020, "Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 62, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• James R. Barth & Sunghoon Joo & Hyeongwoo Kim & Kang Bok Lee & Stevan Maglic & Xuan Shen, 2020, "Forecasting Net Charge-Off Rates of Banks: A PLS Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 63, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hao Chang & Yangru Wu, 2020, "Application of Filtering Methods in Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 64, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Marvin J. Karson & David C. Cheng & Cheng Few Lee, 2020, "Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 65, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chia-Hui Chao & Hai-Chin Yu, 2020, "Social Media, Bank Relationships and Firm Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 66, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Zachary A. Smith & Mazin A. M. Al Janabi & Muhammad Z. Mumtaz, 2020, "Splines, Heat, and IPOs: Advances in the Measurement of Aggregate IPO Issuance and Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 67, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Son-Nan Chen & Cheng Few Lee, 2020, "The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 68, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Son-Nan Chen & Cheng Few Lee, 2020, "The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 69, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Lie-Jane Kao & Cheng Few Lee, 2020, "VG NGARCH Versus GARJI Model for Asset Price Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 70, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Veronika Belousova & Nikolay Chichkanov, 2020, "Why do Smartphone and Tablet Users Adopt Mobile Banking?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 71, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Henghsiu Tsai & Hwai-Chung Ho & Hung-Yin Chen, 2020, "Non-Parametric Inference on Risk Measures for Integrated Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 72, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wing-Choong Lai & Kim-Leng Goh, 2020, "Copulas and Tail Dependence in Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 73, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Siu Kai Choy & Bu-qing Yang, 2020, "Some Improved Estimators of Maximum Squared Sharpe Ratio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 74, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Shafiqur Rahman & Cheng Few Lee, 2020, "Errors-in-Variables and Reverse Regression," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 75, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Kai-Shi Chuang, 2020, "The Role of Financial Advisors in M&As: Do Domestic and Foreign Advisors Differ?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 76, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 77, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 78, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Market Model, CAPM, and Beta Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 79, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 80, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 81, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Paul Chiou & Cheng Few Lee, 2020, "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 82, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Options and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 83, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jow-Ran Chang & John Lee, 2020, "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 84, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Statistical Distributions, European Option, American Option, and Option Bounds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 85, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Yuanyuan Xiao, 2020, "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 86, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 87, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 88, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 89, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Alternative Security Valuation Model: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 90, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Zachary A. Smith & Mazin A. M. Al Janabi & Muhammad Z. Mumtaz, 2020, "Opacity, Stale Pricing, Extreme Bounds Analysis, and Hedge Fund Performance: Making Sense of Reported Hedge Fund Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 91, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hai-Chin Yu & Chia-Ju Lee & Der-Tzon Hsieh, 2020, "Does Quantile Co-Integration Exist Between Gold Spot and Futures Prices?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 92, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2020, "Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 93, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2020, "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 94, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Cheng Few Lee & Wei-Kang Shih, 2020, "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 95, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2020, "Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 96, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2020, "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 97, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Thomas Gramespacher & Armin Bänziger & Norbert Hilber, 2020, "Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 98, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020, "Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 99, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020, "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 100, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Huei-Wen Teng & Michael Lee, 2020, "Estimation Procedures of Using Five Alternative Machine Learning Methods for Predicting Credit Card Default," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 101, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Yibing Chen & John Lee, 2020, "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 102, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee, 2020, "Option Price and Stock Market Momentum in China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 103, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wan-Jiun Paul Chiou & Jing-Rung Yu, 2020, "Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 104, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Christian Blecher & Stephanie Kruse, 2020, "The Path Leading up to the New IFRS 16 Leasing Standard: How was the Restructuring of Lease Accounting Received by Different Advocacy Groups?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 105, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Yibing Chen & John Lee, 2020, "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 106, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Rajesh Mohnot, 2020, "Crisis Impact on Stock Market Predictability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 107, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wayne Ferson & Yong Chen, 2020, "How Many Good and Bad Funds are There, Really?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 108, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2020, "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 109, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020, "An Integral Equation Approach for Bond Prices with Applications to Credit Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 110, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hwei-Lin Chuang & Shih-Yung Chiu, 2020, "Sample Selection Issues and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 111, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• K. C. Tseng & Ojoung Kwon & Luna C. Tjung, 2020, "Time Series and Neural Network Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 112, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Tao Zou & Ronghua Luo & Wei Lan & Chih-Ling Tsai, 2020, "Covariance Regression Model for Non-Normal Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 113, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Yuanyuan Xiao & Yushan Tang & Cheng Few Lee, 2020, "Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 114, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Sunil Poshakwale & Anandadeep Mandal, 2020, "Large-Sample Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 115, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Fu-Lai Lin, 2020, "Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 116, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• T. Robert Yu & Xuehu Song, 2020, "Big Data and Artificial Intelligence in the Banking Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 117, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ke Yang & Susan Wahab & Bharat Kolluri & Mahmoud Wahab, 2020, "A Non-Parametric Examination of Emerging Equity Markets Financial Integration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 118, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ted Hong & Daniel Lee & Wenching Wang, 2020, "Algorithmic Analyst (ALAN) — An Application for Artificial Intelligence Content as a Service," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 119, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Feng Gao & Xiaomin He, 2020, "Survival Analysis: Theory and Application in Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 120, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ding Du & Ou Hu, 2020, "Pricing Liquidity in the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 121, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Yi-Cheng Shih & Sheng-Syan Chen & Cheng Few Lee & Po-Jung Chen, 2020, "The Evolution of Capital Asset Pricing Models: Update and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 122, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Yoshihiko Tsukuda & Junji Shimada & Tatsuyoshi Miyakoshi, 2020, "The Multivariate GARCH Model and its Application to East Asian Financial Market Integration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 123, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• William H. Greene & Min (Shirley) Liu, 2020, "Review of Difference-in-Difference Analyses in Social Sciences: Application in Policy Test Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 124, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Liam A. Gallagher & Mark C. Hutchinson & John O’Brien, 2020, "Using Smooth Transition Regressions to Model Risk Regimes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 125, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Hai-Chin Yu, 2020, "Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 126, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ting Sun & Miklos A. Vasarhalyi, 2020, "Predicting Credit Card Delinquencies: An Application of Deep Neural Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 127, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Peter Huaiyu Chen & Sheen Liu & Chunchi Wu, 2020, "Estimating the Tax-Timing Option Value of Corporate Bonds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 127, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Peimin Chen & Chunchi Wu & Ying Zhang, 2020, "DCC-GARCH Model for Market and Firm-Level Dynamic Correlation in S&P 500," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 127, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Anthony Kozberg, 2020, "Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drivers of Internet Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 127, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Gregory McKee & Albert Kagan, 2020, "The Implications of Regulation in the Community Banking Sector: Risk and Competition," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 127, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "Introduction and Overview of Chapters," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Development Strategies of Open Economies Cases from Emerging East and Southeast Asia".
• Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "Tests of Causality and Exogeneity between Exports and Economic Growth — The Case of Asian NICs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Development Strategies of Open Economies Cases from Emerging East and Southeast Asia".
• Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "The Chaotic Attractor of Foreign Direct Investment — Why China? A Panel Data Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Development Strategies of Open Economies Cases from Emerging East and Southeast Asia".
• Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "FDI, Exports, and GDP in East and Southeast Asia — Panel Data versus Time-Series Causality Analyses," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Development Strategies of Open Economies Cases from Emerging East and Southeast Asia".
• Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "Panel Causality Analysis on FDI–Exports–Economic Growth Nexus in First and Second Generation ANIEs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Development Strategies of Open Economies Cases from Emerging East and Southeast Asia".
• Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "The IT Revolution and Macroeconomic Volatility in Newly Developed Countries — On the Real and Financial Linkages," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Development Strategies of Open Economies Cases from Emerging East and Southeast Asia".
• Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "The Impact of the US Economy on the Asia-Pacific Region — Does It Matter?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Development Strategies of Open Economies Cases from Emerging East and Southeast Asia".
• Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "Gains from Policy Coordination between Taiwan and the United States — On the Games Governments Play," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Development Strategies of Open Economies Cases from Emerging East and Southeast Asia".
• Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "International Policy Coordination with a Dominant Player — The Cases of the United States, Japan, Taiwan, and Korea," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Development Strategies of Open Economies Cases from Emerging East and Southeast Asia".
• Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "Epilog — The Global Economy, Economic Policy, and Development Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Development Strategies of Open Economies Cases from Emerging East and Southeast Asia".
• Mukul Majumdar, 2020, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Evolution, Extinction and Sustainability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Optimal Harvesting: Finite Horizon," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Rolling Plans: Efficiency and Long-Run Optimality," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Infinite Horizon Models: Discounting and Sustainability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Profit Maximization and Extinction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Utilization of an Exhaustible Resource: A Partial Equilibrium Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Production with an Exhaustible Resource: Efficiency and Intergenerational Equity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "A Cobb–Douglas Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Technological Transition: An Optimistic Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Evolution and Extinction under Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Sustainable Consumption and Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Mukul Majumdar, 2020, "Mathematical Preliminaries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics".
• Qu Feng & Chihwa Kao, 2020, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes".
• Qu Feng & Chihwa Kao, 2020, "Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes".
• Qu Feng & Chihwa Kao, 2020, "Factor-Augmented Panel Data Regression Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes".
• Qu Feng & Chihwa Kao, 2020, "Structural Changes in Panel Data Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes".
• Qu Feng & Chihwa Kao, 2020, "Latent-Grouped Structure in Panel Data Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes".

2019

• Federico Carlini & Paolo Santucci de Magistris, 2019, "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-02, Jan.
• Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2019, "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-09, Apr.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019, "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-12, May.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019, "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-15, Sep.
• Kristoffer Pons Bertelsen, 2019, "Comparing Tests for Identification of Bubbles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-16, Oct.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019, "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-21, Nov.
• Ayten Çetin & Nadira Seyidova, 2019, "Econometrical Analysis of the Impact of Banking Sector on the Environment in Turkey in Terms of Environmental Kuznets Curve Hypothesis," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 112, pages 57-76, October, DOI: https://doi.org/10.33203/mfy.601010.
• Arthur Lewbel, 2019, "The Identification Zoo: Meanings of Identification in Econometrics," Journal of Economic Literature, American Economic Association, volume 57, issue 4, pages 835-903, December.
• Turgut ÖZKAN & Özge DEMİRKALE, 2019, "Emeklilik Fonları İle Makroekonomik Faktörlerin Karşılıklı Etkileşiminin Türkiye ve Seçilmiş Ülkelerle Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 4, issue 1, pages 121-138, DOI: 10.30784/epfad.518344.
• Yüksel AYDIN, 2019, "Finansal Gelişme ve Ekonomik Büyüme İlişkisinin Kırılgan Beşli Ülkeleri İçin Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 4, issue 1, pages 37-49, DOI: 10.30784/epfad.534714.
• Gao, Zhengyuan & Hafner, Christian, 2019, "Looking Backward and Looking Forward," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019057, Jan.
• Muhamamad Mehran Latif & Muhammad Farhan Ashraf & Muhammad Zeeshan, 2019, "Factors Determining Poverty and Child Mortality in Pakistan," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), volume 1, issue 1, pages 32-41, June, DOI: https://doi.org/10.52131/joe.2019.0.
• Anam Tanveer & Muhammad Mehran Latif & Maryum Ziafat, 2019, "Role of Foreign Aid in Employment Generation: A Case Study of Pakistan," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), volume 1, issue 2, pages 103-112, December, DOI: https://doi.org/10.52131/joe.2019.0.
• Ayşe Nur Adıgüzel Tüylü & Ergün Eroğlu, 2019, "Using Machine Learning Algorithms For Forecasting Rate of Return Product In Reverse Logistics Process," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 1, pages 143-156, June, DOI: http://dx.doi.org/10.17093/alphanum.
• Veysel Yılmaz & Yasemin Can & Nil Aras, 2019, "Investigation of Attitude About Nuclear and Renewable Energy by Using Partial Least Squares Structural Equation Modeling," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 1, pages 87-102, June, DOI: http://dx.doi.org/10.17093/alphanum.
• Alper Uğur, 2019, "Investigation of the World Railway Sector Development Prospects and Turkey's Status," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 2, pages 369-398, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu, 2019, "Ensemble Methods for Causal Effects in Panel Data Settings," Papers, arXiv.org, number 1903.10079, Mar.
• Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2019, "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," Papers, arXiv.org, number 1905.04028, May, revised May 2024.
• Samuele Centorrino & Fr'ed'erique F`eve & Jean-Pierre Florens, 2019, "Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments," Papers, arXiv.org, number 1905.07812, May, revised Oct 2024.
• Cl'ement de Chaisemartin & Jaime Ramirez-Cuellar, 2019, "At What Level Should One Cluster Standard Errors in Paired and Small-Strata Experiments?," Papers, arXiv.org, number 1906.00288, Jun, revised Jun 2023.
• Bo Honore & Thomas Jorgensen & Aureo de Paula, 2019, "The Informativeness of Estimation Moments," Papers, arXiv.org, number 1907.02101, Jul, revised Jan 2020.
• Dmitry Arkhangelsky & Guido W. Imbens, 2019, "Doubly Robust Identification for Causal Panel Data Models," Papers, arXiv.org, number 1909.09412, Sep, revised Feb 2022.
• Consuelo Nava & Maria Grazia Zoia, 2019, "An econometric analysis of the Italian cultural supply," Papers, arXiv.org, number 1910.00073, Sep, revised May 2020.
• Daniel Jacob, 2019, "Group Average Treatment Effects for Observational Studies," Papers, arXiv.org, number 1911.02688, Nov, revised Mar 2020.
• Jon Danielsson & Lerby Ergun & Laurens de Haan & Casper G. de Vries, 2019, "Tail Index Estimation: Quantile-Driven Threshold Selection," Staff Working Papers, Bank of Canada, number 19-28, Aug, DOI: 10.34989/swp-2019-28.
• Stéphane Lhuissier, 2019, "Bayesian Inference for Markov-switching Skewed Autoregressive Models," Working papers, Banque de France, number 726.
• Barbara Rossi, 2019, "Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?," Working Papers, Barcelona School of Economics, number 1081, Apr.
• Angelo Gutierrez & Miguel Ángel Ballester & Jose Apesteguia, 2019, "Random Models for the Joint Treatment of Risk and Time Preferences," Working Papers, Barcelona School of Economics, number 1117, Sep.
• Cavid Suleymanli, 2019, "Turkiye’de Yabancilarin Konut Edinimi ile Doviz Kuru Arasindaki Iliski: Esbutunlesme Analizi (2013-2019)," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 3, issue 2, pages 117-136, December, DOI: https://dx.doi.org/10.33399/biibfad.
• Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2019, "Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 1, pages 180-197, February, DOI: 10.1111/sjpe.12177.
• ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019, "Narrative monetary policy surprises and the media," Working Paper, Norges Bank, number 2019/19, Oct.
• Saskia ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2019, "Narrative monetary policy surprises and the media," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2019, Oct.
• John Komlos, 2019, "Multicollinearity in the Presence of Errors-in-Variables Can Increase the Probability of Type-I Error," CESifo Working Paper Series, CESifo, number 7459.
• Dmitry Arkhangelsky & Susan Athey & David A. Hirshberg & Guido W. Imbens & Stefan Wager, 2019, "Synthetic Difference in Differences," Working Papers, CEMFI, number wp2019_1907, Mar.
• Sioux F. MELO L & Leidy RIVEROS & Germ�n ROMERO & Juan Camilo FARF�N & Andr�s �LVAREZ-ESPINOSA & Carolina D�AZ, 2019, "Estimación de impactos del cambio climático en el sector agricultura y seguridad alimentaria," Archivos de Economía, Departamento Nacional de Planeación, number 18418, Dec.
• Sioux F. MELO L & Leidy RIVEROS & Germ�n ROMERO & Juan Camilo FARF�N & Andr�s �LVAREZ-ESPINOSA & Carolina D�AZ, 2019, "Estimación de impactos del cambio climático en el sector agricultura y seguridad alimentaria," Archivos de Economía, Departamento Nacional de Planeación, number 18420, Dec.
• Jorge Barrientos-Marin & Efra�n Arango S�nchez, 2019, "La curva de Engel de los hogares en Medellín, Colombia 2012-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 38, issue 68, pages 185-212.
• Miguel Angel Laverde Sarmiento & Jorge Fernando Garcia Carrillo & Juan Carlos Lezama Palomino & Alejandra Pati�o Jacinto, 2019, "The importance of information upon applying IFRS in financial entities that trade at the Colombian stock market," Revista CIFE, Universidad Santo Tomás, volume 21, issue 34, pages 137-152.
• José Manuel Leguizamón Tiusabá, 2019, "Estímulos tributarios y hotelería en Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 13, issue 1, pages 177-198.
• Javier Esteban Martínez Canon, 2019, "Impacto de la implementación del canal de atención a clientes mineros de la ANM sobre la inversión minera en Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-50.