Concepedia
Statistics
Publications
4
Citations
86
H-Index
Active since
2008
Affiliations
National Sun Yat-sen University(Current)
National Kaohsiung University of Applied Sciences
So‐De Shyu is an author at National Sun Yat-sen University specializing in finance, business, and financial economics.
Publications per year
2008–2015
Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts
Ming‐Chi Chen, Chia‐Chien Chang, Shih‐Kuei Lin et al. · Journal of Risk & Insurance · 2009 · 33 citations
Business, Finance, Insurance +17
Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500
Jen-Wei Yang, Shu-Yu Tsai, So‐De Shyu et al. · International Review of Economics & Finance · 2015 · 21 citations
Business, Economics, Finance +13
Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market
Chia‐Chien Chang, Weiyi Huang, So‐De Shyu · The Journal of Real Estate Finance and Economics · 2011 · 20 citations
Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Yang‐Che Wu, Szu‐Lang Liao, So‐De Shyu · Insurance Mathematics and Economics · 2008 · 12 citations
Business, Economics, Finance +16
1–4 of 4