Bor-Jing Lin

Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations

Yu Chuan Huang, Bor-Jing Lin, 2004 .

The Tail Fatness and Value-at-Risk Analysis of TAIFEX and SGX-DT Taiwan Stock Index Futures

Yu Chuan Huang, Chu-hsiung Lin, Bor-Jing Lin, 2004 .