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Shwu-Jane Shieh · Study

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Shwu-Jane Shieh

2 works· latest 2006· 1 institutionscluster: provisional

h-index2

i102

Citations178

Works here2

05

06

Most cited in this library

Long memory in stock index futures markets: A value-at-risk approach2005 · 108 citations
Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long memory in return innovations2006 · 70 citations

Works

2 shown

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

Journal of Empirical Finance·2006·1 author

70citations

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

Physica A Statistical Mechanics and its Applications·2005·2 authors

108citations