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Price movements and price discovery in the municipal bond index and the index futures markets
Hung, Mao-Wei - In: The journal of futures markets 15 (1995) 4, pp. 489-506
Persistent link: https://www.econbiz.de/10001185354
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Long memory in currency futures volatility
Chung, Ching-fan; Hung, Mao-Wei; Liu, Yu-hong - In: Research in finance 20 (2003), pp. 139-158
Persistent link: https://www.econbiz.de/10001903435
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Asset pricing model without consumption data : an empirical study of Pacific Basin equity markets
Chou, Peter Shyan-rong; Hung, Mao-Wei; Jan, Yin-ching - In: International journal of business 4 (1999) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10001445573
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The jump behavior of foreign exchange market : analysis of Thai Baht
Chang, Jow-Ran; Hung, Mao-Wei; Lee, Cheng F.; Lu, Hsin-Min - In: Review of Pacific Basin financial markets and policies 10 (2007) 2, pp. 265-288
Persistent link: https://www.econbiz.de/10003507283
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Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 27 (2007) 9, pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
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Volatility and maturity effects in the Nikkei index futures
Chen, Yen-ju; Duan, Jin-Chuan; Hung, Mao-Wei - In: The journal of futures markets 19 (1999) 8, pp. 895-909
Persistent link: https://www.econbiz.de/10001443384
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An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei; Ko, Yi-Chen; Wang, Jr-Yan - In: Journal of financial econometrics 21 (2023) 3, pp. 779-809
Persistent link: https://www.econbiz.de/10014314820