Shyh-Weir Tzang, Sr.
Names
| first: |
Shyh-Weir |
| last: |
Tzang |
| suffix: |
Sr. |
Identifer
Contact
Affiliations
-
Asia University
/ College of Management
Research profile
author of:
- Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan (RePEc:eee:reveco:v:20:y:2011:i:2:p:312-324)
by Tzang, Shyh-Weir & Hung, Chih-Hsing & Wang, Chou-Wen & Shyu, David So-De - Implementing option pricing models when asset returns follow an autoregressive moving average process (RePEc:eee:reveco:v:24:y:2012:i:c:p:8-25)
by Wang, Chou-Wen & Wu, Chin-Wen & Tzang, Shyh-Weir - Systematic risk and volatility skew (RePEc:eee:reveco:v:43:y:2016:i:c:p:72-87)
by Tzang, Shyh-Weir & Wang, Chou-Wen & Yu, Min-Teh - Modeling Mortgages with Prepayment Penalties (RePEc:mes:emfitr:v:48:y:2012:i:s3:p:157-174)
by Chih-Hsing Hung & Ming-Chi Chen & Shyh-Weir Tzang - Application of a Multifactor Model in Enhanced Index Fund: Performance Analysis in China (RePEc:mes:emfitr:v:49:y:2013:i:s4:p:163-183)
by Yih Jeng & Chen-Ju Lee & Shyh-Weir Tzang