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Details about Chih-Ying Hsiao

E-mail:
Workplace:Fakultät für Wirtschaftswissenschaften (Faculty of Economics and Business Administration), Universität Bielefeld (University of Bielefeld), (more information at EDIRC)
Finance Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by Chih-Ying Hsiao.

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

Short-id: phs4


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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 Downloads
  2. Optimal Investment Strategies under Stochastic Volatility - Estimation and Applications
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads

2007

  1. Intertemporal Investment Strategies Under Inflation Risk
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (4)
  2. Learning Causal Relations in Multivariate Time Series Data
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (8)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

2005

  1. Intertemporal Asset Allocation with Inflation-Indexed Bonds
    Computing in Economics and Finance 2005, Society for Computational Economics
  2. Subsampling Cointegration Ranks in Large Systems
    Econometrics, University Library of Munich, Germany Downloads
  3. Testing Cointegration Rank in Large Systems
    Econometrics, University Library of Munich, Germany Downloads
  4. 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 Downloads
    See also Journal Article in Computational Economics (2006)
  5. The Transition Process in China: a Theoretical and Empirical Study
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (1)
    Also in Development and Comp Systems, University Library of Munich, Germany (2005) Downloads
  6. 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 Downloads

2004

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

2001

  1. 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 Downloads

2008

  1. 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 Downloads View citations (3)

2007

  1. Intertemporal asset allocation when the underlying factors are unobservable
    Computational Economics, 2007, 29, (3), 383-418 Downloads
  2. Learning Causal Relations in Multivariate Time Series Data
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-43 Downloads View citations (6)
    See also Working Paper (2007)

2006

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