Shwu-Jane Shieh

Statistical analysis of the overnight and daytime return.

Shlomo Havlin, H Eugene Stanley, Fengzhong Wang, 2009, Physical review. E, Statistical, nonlinear, and soft matter physics.

Long Memory And Sampling Frequencies: Evidence In Stock Index Futures Markets

Shwu-Jane Shieh, Shwu-Jane Shieh, 2006 .

Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long memory in return innovations

Shwu-Jane Shieh, P. Wu, 2007 .

Large changes in stock prices: Market, liquidity, and momentum effect

Po-Hsin Ho, Shwu-Jane Shieh, Chih-Yung Lin, 2012 .

REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL

Shwu-Jane Shieh, Tien-Yu Chiu, 2009 .

Long memory in stock index futures markets: A value-at-risk approach

Shwu-Jane Shieh, Tao Tang, 2006 .