Details about EnDer Su

Access statistics for papers by EnDer Su.

Last updated 2021-08-10. Update your information in the RePEc Author Service.

Short-id: psu316

Working Papers

2014

1. Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model
   MPRA Paper, University Library of Munich, Germany

2013

2. Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets, Computational Economics, Springer (2017) View citations (4) (2017)
3. Stock index hedge using trend and volatility regime switch model considering hedging cost
   MPRA Paper, University Library of Munich, Germany

2011

4. Applying the structural equation model rule-based fuzzy system with genetic algorithm for trading in currency market
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2021

1. Testing stock market contagion properties between large and small stock markets
   Review of Quantitative Finance and Accounting, 2021, 57, (1), 147-202 View citations (3)

2019

2. Testing the alternative two-state options pricing models: An empirical analysis on TXO
   The Quarterly Review of Economics and Finance, 2019, 72, (C), 101-116

2018

3. Measuring bank downside systemic risk in Taiwan
   The Quarterly Review of Economics and Finance, 2018, 70, (C), 172-193 View citations (7)
4. Measuring contagion risk in high volatility state among Taiwanese major banks
   Risk Management, 2018, 20, (3), 185-241 View citations (2)

2017

5. Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets
   Computational Economics, 2017, 50, (2), 325-351 View citations (4)
   See also Working Paper Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets, MPRA Paper (2013) View citations (2) (2013)
6. Stock index hedging using a trend and volatility regime-switching model involving hedging cost
   International Review of Economics & Finance, 2017, 47, (C), 233-254 View citations (2)

2016

7. Constructing Structural Equation Model Rule-Based Fuzzy System with Genetic Algorithm
   International Journal of Strategic Decision Sciences (IJSDS), 2016, 7, (2), 69-88

2012

8. Two-State Volatility Transition Pricing and Hedging of TXO Options
   Computational Economics, 2012, 39, (3), 259-287 View citations (1)

2011

9. Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
   Applied Economics, 2011, 43, (26), 3891-3905 View citations (1)

2010

10. Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwan’s Electronics Industry
    Asia-Pacific Financial Markets, 2010, 17, (3), 209-239 View citations (9)

2006

11. A Financial Distress Pre-Warning Study by Fuzzy Regression Model of TSE-Listed Companies
    Asian Academy of Management Journal of Accounting and Finance (AAMJAF), 2006, 2, (2), 75-93 View citations (5)
12. Asian Pacific Stock Market Volatility Modeling and Value at Risk Analysis
    Emerging Markets Finance and Trade, 2006, 42, (2), 18-62 View citations (12)