Details about Chih-Ying Hsiao

Access statistics for papers by Chih-Ying Hsiao.

Last updated 2012-04-04. Update your information in the RePEc Author Service.

Short-id: phs4

Working Papers

2010

1. A Survey of Non-linear Methods for No-arbitrage Bond Pricing
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
2. Optimal Investment Strategies under Stochastic Volatility - Estimation and Applications
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney

2007

3. Intertemporal Investment Strategies Under Inflation Risk
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (9)
4. Learning Causal Relations in Multivariate Time Series Data
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (10)
   See also Journal Article Learning Causal Relations in Multivariate Time Series Data, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (10) (2007)

2005

5. Intertemporal Asset Allocation with Inflation-Indexed Bonds
   Computing in Economics and Finance 2005, Society for Computational Economics
6. Subsampling Cointegration Ranks in Large Systems
   Econometrics, University Library of Munich, Germany
7. Testing Cointegration Rank in Large Systems
   Econometrics, University Library of Munich, Germany
8. The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
   See also Journal Article The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method, Computational Economics, Springer (2006) (2006)
9. The Transition Process in China: a Theoretical and Empirical Study
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
   Also in Development and Comp Systems, University Library of Munich, Germany (2005)
10. What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth
    Econometrics, University Library of Munich, Germany
    See also Journal Article What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth, Japan and the World Economy, Elsevier (2008) View citations (4) (2008)

2004

11. Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
12. Testing Weak Exogeneity in Cointegrated System
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (2)

2001

13. Maximum Likelihood Estimations of SDE Dynamics Based on Discrete Time Data How well does the Euler Method Perform?
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Journal Articles

2010

1. Causal Inference for Structural Equations: With an Application to Wage-Price Spiral
   Computational Economics, 2010, 36, (1), 17-36 View citations (1)

2008

2. What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth
   Japan and the World Economy, 2008, 20, (4), 622-638 View citations (4)
   See also Working Paper What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth, Econometrics (2005) (2005)

2007

3. Intertemporal asset allocation when the underlying factors are unobservable
   Computational Economics, 2007, 29, (3), 383-418 View citations (2)
4. Learning Causal Relations in Multivariate Time Series Data
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-43 View citations (10)
   See also Working Paper Learning Causal Relations in Multivariate Time Series Data, Economics Discussion Papers (2007) View citations (10) (2007)

2006

5. The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
   Computational Economics, 2006, 28, (2), 113-137
   See also Working Paper The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method, Research Paper Series (2005) (2005)