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ORCIDWann-Jyi Horng
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2010 – 2019
- 2012
[c3]Wann-Jyi Horng:
DCC Analysis of Two Exchange Rate Market Returns Volatility with a Factor of Switzerland Exchange Rate Market: Study of Japan and Korea Markets. BIFE 2012: 394-398- 2010
- [j4]Wann-Jyi Horng, Jih-Ming Chyan:
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. 2(1): 43-56 (2010) - [j3]Wann-Jyi Horng:
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. 5(5): 148-155 (2010) - [c2]Wann-Jyi Horng, Tien-Chung Hu:
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. ICEE 2010: 5068-5072 - [c1]Wann-Jyi Horng, Jui-Chen Chang:
An Influence of the High Oil Price Periods for Two Stock Market Returns: Empirical Study of the Thailand and the Philippine's Stock Markets. ICEE 2010: 5073-5077
2000 – 2009
- 2009
- [j2]Wann-Jyi Horng, Jih-Ming Chyan:
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. 4(1): 63-69 (2009) - [j1]Wann-Jyi Horng, Chi-Ming Kuan:
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. 4(4): 7-13 (2009)
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