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Evaluation of realized multi-power variations in minimum variance hedging
Hung, Jui-Cheng - In: Economic modelling 51 (2015), pp. 672-679
Persistent link: https://www.econbiz.de/10011476357
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Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
Su, Jung-bin; Hung, Jui-cheng - In: Economic modelling 28 (2011) 3, pp. 1117-1130
Persistent link: https://www.econbiz.de/10009271254
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Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
Su, Jung-Bin; Hung, Jui-Cheng - In: Economic modelling 28 (2011) 3, pp. 1117-1131
Persistent link: https://www.econbiz.de/10008893619