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~person:"Huang, Hung-hsi"
~subject:"Business cycle"
~subject:"Option pricing theory"
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Huang, Hung-hsi
Wang, Ching-ping
4
Huang, Hung-Hsi
3
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2
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1
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Pricing Taiwan option market with GARCH and stochastic volatility
Huang, Hung-hsi
;
Wang, Ching-ping
;
Chen, Shiau-hung
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 747-754
Persistent link: https://www.econbiz.de/10009231596
Saved in:
2
Does fund manager herding vary over the business cycle?
Huang, Hung-hsi
;
Hung, Rern-jay
;
Wang, Ching-ping
; …
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1531-1535
Persistent link: https://www.econbiz.de/10008938890
Saved in:
3
Implied index and option pricing errors : evidence from the Taiwan option market
Wang, Ching-ping
;
Huang, Hung-hsi
;
hung, Chien-chia
- In:
The international journal of business and finance …
5
(
2011
)
2
,
pp. 115-125
Persistent link: https://www.econbiz.de/10008809183
Saved in:
4
HDD and CDD option pricing with market price of weather risk for Taiwan
Huang, Hung-hsi
;
Shiu, Yung-ming
;
Lin, Pei-syun
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 790-814
Persistent link: https://www.econbiz.de/10003746348
Saved in:
5
Investor SAD sentiment and stock returns in Taiwan
Wang, Ching-ping
;
Huang, Hung-hsi
;
Chen, Yong-wei
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 40-57
Persistent link: https://www.econbiz.de/10009682527
Saved in:
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