A DCC Analysis of Two Stock Market Returns Volatility with an Oil Price Factor: An Evidence Study of Singapore and Thailand's Stock Markets. - Wann-Jyi Horng; Jih-Ming Chyan (J. Convergence Inf. Technol., 2009)

A DCC Analysis of Two Exchange Rate Market Returns Volatility with an Japan Dollars Factor: Study of Taiwan and Korea Exchange Rate Markets. - Wann-Jyi Horng; Chi-Ming Kuan (J. Convergence Inf. Technol., 2009)

An Influence of the High Oil Price Periods for Two Stock Market Returns: Empirical Study of the Thailand and the Philippine's Stock Markets. - Wann-Jyi Horng; Jui-Chen Chang (ICEE, 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. - Wann-Jyi Horng; Tien-Chung Hu (ICEE, 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. - Wann-Jyi Horng; Jih-Ming Chyan (Adv. Inf. Sci. Serv. Sci., 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. - Wann-Jyi Horng (J. Convergence Inf. Technol., 2010)

DCC Analysis of Two Exchange Rate Market Returns Volatility with a Factor of Switzerland Exchange Rate Market: Study of Japan and Korea Markets. - Wann-Jyi Horng (BIFE, 2012)