Wann-Jyi Horng

According to our database1, Wann-Jyi Horng authored at least 7 papers between 2009 and 2012.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2012
DCC Analysis of Two Exchange Rate Market Returns Volatility with a Factor of Switzerland Exchange Rate Market: Study of Japan and Korea Markets.
Proceedings of the Fifth International Conference on Business Intelligence and Financial Engineering, 2012

2010
Dynamic Relationship of Two Exchange Rate Market Returns' Volatility with an European Dollars Factor: Empirical Study of Japan and Korea's Exchange Rate Markets.
J. Convergence Inf. Technol., 2010

An Impact of High and Low Oil Price Periods' Volatility for Two Stock Market Returns: Study of Singapore and Hong Kong's Stock Markets.
Adv. Inf. Sci. Serv. Sci., 2010

An Impact of the U.S. and the U.K. Return Volatility for the Hong Kong and the Japan's Stock Market Returns: A DCC and Bivariate AGARCH Model.
Proceedings of the International Conference on E-Business and E-Government, 2010

An Influence of the High Oil Price Periods for Two Stock Market Returns: Empirical Study of the Thailand and the Philippine's Stock Markets.
Proceedings of the International Conference on E-Business and E-Government, 2010

2009
A DCC Analysis of Two Exchange Rate Market Returns Volatility with an Japan Dollars Factor: Study of Taiwan and Korea Exchange Rate Markets.
J. Convergence Inf. Technol., 2009

A DCC Analysis of Two Stock Market Returns Volatility with an Oil Price Factor: An Evidence Study of Singapore and Thailand's Stock Markets.
J. Convergence Inf. Technol., 2009


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