Shuh-Chyi Doong

Finance · 2001–2016

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it
• Economics and Econometrics — 16 citations into it

Whom Shuh-Chyi Doong trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Chien-chung Nieh
3. Daniel B. Nelson

Who trusts Shuh-Chyi Doong overall

1. Walid Chkili

Papers from Shuh-Chyi Doong's perspective

Ordered by how strongly the researchers Shuh-Chyi Doong trusts endorse each paper. Same corpus, a different order for every researcher.

1. EXCHANGE RATES AND STOCK PRICES: A STUDY OF THE US CAPITAL MARKETS UNDER FLOATING EXCHANGE RATES
2. Dynamic relationship between stock prices and exchange rates for G-7 countries
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. The stock market and exchange rate dynamics
5. Generalized autoregressive conditional heteroskedasticity
6. The Cross‐Section of Expected Stock Returns
7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers

• Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model (2001) — 151 citations
• What drives bank efficiency? The interaction of bank income diversification and ownership (2016) — 134 citations
• Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries (2004) — 261 citations