| Range volatility models and their applications in finance RY Chou, H Chou, N Liu Handbook of quantitative finance and risk management, 1273-1281, 2010 | 119 | 2010 |
| Return lead–lag and volatility transmission in shipping freight markets YJ Hsiao, HC Chou, CC Wu Maritime Policy & Management 41 (7), 697-714, 2014 | 58 | 2014 |
| Range volatility: A review of models and empirical studies RY Chou, H Chou, N Liu Handbook of financial econometrics and statistics, 2029-2050, 2015 | 49 | 2015 |
| The expiration effects of stock-index derivatives: Empirical evidence from the Taiwan futures exchange HC Chou, WN Chen, DH Chen Emerging Markets Finance and Trade 42 (5), 81-102, 2006 | 30 | 2006 |
| Performance of default risk model with barrier option framework and maximum likelihood estimation: Evidence from Taiwan HC Chou, D Wang Physica A: Statistical Mechanics and its Applications 385 (1), 270-280, 2007 | 23 | 2007 |
| Forecasting volatility on the UK stock market: A test of the conditional autoregressive range model HC Chou, D Wang International Research Journal of Finance and Economics 10, 7-13, 2007 | 16 | 2007 |
| Using conditional autoregressive range model to forecast volatility of the stock indices HC Chou, D Wang 9th Joint International Conference on Information Sciences (JCIS-06), 592-595, 2006 | 15 | 2006 |
| Long memory and the relation between options and stock prices TC Huang, YC Tu, HC Chou Finance Research Letters 12, 77-91, 2015 | 14 | 2015 |
| Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates CC Chang, H Chih Chou, C Chou Wu Maritime Economics & Logistics 16, 298-320, 2014 | 14 | 2014 |
| Estimation of tail-related value-at-risk measures: Range-based extreme value approach HC Chou, DK Wang Quantitative Finance 14 (2), 293-304, 2014 | 14 | 2014 |
| The use of technical analysis in sale-and-purchase transactions of secondhand ships HC Chou, DH Chen Maritime Economics & Logistics, 1-18, 2017 | 12 | 2017 |
| Expected Default Probability, Credit Spreads and Distance-from-Default HC Chou Journal of American Academy of Business 7 (1), 144-152, 2005 | 12 | 2005 |
| Analysis of board structure, corporate value and financial policy YC Tu, WH Lai, HC Chou Journal of Marine Science and Technology 15 (4), 295-306, 2007 | 11 | 2007 |
| Fear index and freight rates in dry-bulk shipping markets CY Wu, HC Chou, CL Liu Applied Economics 53 (11), 1235-1248, 2021 | 7 | 2021 |
| Exploring risk-return relations in dry bulk shipping CC Kuo, HC Chou, CC Chang International Journal of Shipping and Transport Logistics 8 (4), 488-506, 2016 | 7 | 2016 |
| The predictive performance of a path-dependent exotic-option credit risk model in the emerging market DH Chen, HC Chou, D Wang, R Zaabar Physica A: Statistical Mechanics and its Applications 390 (11), 1973-1981, 2011 | 7 | 2011 |
| Measuring and testing the long-term impact of terrorist attacks on the US futures market HC Chou, R Zaabar, D Wang Applied Economics 45 (2), 225-238, 2013 | 4 | 2013 |
| Trade-Off Relationship Between the Hire Rates and Exercise Prices of Purchase Options in Ship Charter Contracts: An Option Pricing Application CHA Hsieh, HC Chou, K Lin, DC Yen Journal of Marine Science and Technology 21 (3), 5, 2013 | 3 | 2013 |
| Using the autoregressive conditional duration model to analyse the process of default contagion HC Chou Applied Financial Economics 22 (13), 1111-1120, 2012 | 3 | 2012 |
| the Predictive Performance of a Barrier Option Credit Risk Model in an Emerging Market DH Chen, HC Chou, D Wang, R Zaabar Working Paper, 2009 | 3 | 2009 |
Dar-Hsin, ChenProfessor of Finance, National Taipei UniversityVerified email at mail.ntpu.edu.tw
