Details about Shyh-Weir Tzang, Sr.

Access statistics for papers by Shyh-Weir Tzang, Sr..

Last updated 2022-10-27. Update your information in the RePEc Author Service.

Short-id: ptz24

Journal Articles

2016

1. Systematic risk and volatility skew
   International Review of Economics & Finance, 2016, 43, (C), 72-87 View citations (14)

2013

2. Application of a Multifactor Model in Enhanced Index Fund: Performance Analysis in China
   Emerging Markets Finance and Trade, 2013, 49, (S4), 163-183

2012

3. Implementing option pricing models when asset returns follow an autoregressive moving average process
   International Review of Economics & Finance, 2012, 24, (C), 8-25 View citations (2)
4. Modeling Mortgages with Prepayment Penalties
   Emerging Markets Finance and Trade, 2012, 48, (S3), 157-174 View citations (1)

2011

5. Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan
   International Review of Economics & Finance, 2011, 20, (2), 312-324 View citations (6)