[1] | Heng-Chih Chou, Rim Zaabar, and David Wang*, 2011, "Measuring and Testing the Long-Term Impact of Terrorist Attacks on the U.S. Futures Market", Applied Economics, Accepted and forthcoming. (Indexed in Social Science Citation Index (SSCI)) (Impact factor = 0.845) (http://www.tandfonline.com/doi/abs/10.1080/00036846.2011.597728) |
[2] | Heng-Chih Chou and David Wang*, 2011, "Measuring Market Volatility Using the Conditional Autoregressive Range Model: Evidence from the FTSE 100 and NIKKEI 225 Stock Indices", African Journal of Business Management, Accepted and forthcoming. (Indexed in Social Science Citation Index (SSCI)) (Impact factor = 1.105) |
[3] | David Wang, Chun-Chou Wu*, and Heng-Chih Chou, 2011, "Applying a Two-Step Maximum Likelihood Method to Examine the Deposit Insurance Program of Taiwan", Journal of Marine Science and Technology, Accepted and forthcoming. (Indexed in Science Citation Index (SCI)) (Impact factor = 0.830) |
[4] | Dar-Hsin Chen, Heng-Chih Chou, David Wang*, and Rim Zaabar, 2011, "The Predictive Performance of a Path-Dependent Exotic-Option Credit Risk Model in the Emerging Market", Physica A: Statistical Mechanics and its Applications, Vol. 390, No. 11, pp. 1973-1981. (Indexed in Science Citation Index (SCI)) (Impact factor = 1.562) (http://dx.doi.org/10.1016/j.physa.2010.10.030) |
[5] | David Hua, Heng-Chih Chou, and David Wang*, 2009, "A Defaultable Callable Bond Pricing Model", Investment Management and Financial Innovations, Vol. 6, No. 3, pp. 55-63. (Indexed in EconLit) |
[6] | Heng-Chih Chou and David Wang*, 2007, "Performance of Default Risk Model with Barrier Option Framework and Maximum Likelihood Estimation: Evidence from Taiwan", Physica A: Statistical Mechanics and its Applications, Vol. 385, No. 1, pp. 270-280. (Indexed in Science Citation Index (SCI)) (Impact factor = 1.332) (http://dx.doi.org/10.1016/j.physa.2007.06.044) |
[7] | Heng-Chih Chou and David Wang*, 2007, "A Simulation and Empirical Study of the Trinomial Black-Scholes Option Pricing Algorithm", Commerce and Management Quarterly, Vol. 8, No. 1, pp. 91-115. (Written in Chinese) (Published by National Yunlin University of Science and Technology, Taiwan) |
[8] | Heng-Chih Chou, David Wang* and Iris Lee, 2007, "An Empirical Study of the Price Behavior of TAIEX Options", Chung Yuan Management Review, Vol. 5, No. 1, pp. 111-134. (Written in Chinese) (Published by Chung Yuan Christian University, Taiwan) |
[9] | Heng-Chih Chou and David Wang*, 2007, "An Analysis of Lead-Lag Relation between TXO Option and Index and Demand for Portfolio Insurance", Hsuan Chuang Journal of Management, Vol. 5, No. 1, pp. 1-26. (Written in Chinese) (Leading Article; Published by Hsuan Chuang University, Taiwan) |
[10] | David Wang, 2005, "A Model to Price Corporate Bonds with Call Provision and Default Risk", Journal of American Academy of Business, Cambridge, Vol. 6, No. 1, pp. 272-277. (Indexed in ABI/Inform) (Journal of American Academy of Business, Cambridge (JAABC)'s 2005 Best Author Award) |
[11] | David Wang, 2004, "Estimating the Probabilities of Default for Callable Bonds: A Duffie-Singleton Approach", Corporate Finance Review, Vol. 9, No. 3, pp. 33-38. (Indexed in Cabell's Directory) |