Jui-Cheng Hung

Chinese Culture University - Department of Banking and Finance

Associate Professor

Yaipei, 111

Taiwan

http://crbbbf.pccu.edu.tw/files/15-1142-6868,c3832-1.php

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Scholarly Papers (1)

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Volatility Forecasts: Do Volatility Estimators and Evaluation Methods Matter?

Journal of Futures Markets, Forthcoming
Number of pages: 31 Posted: 28 Aug 2013 Last Revised: 17 Sep 2013
I-Ming Jiang, Jui-Cheng Hung and Chuan-San Wang
Faculty of Finance, College of Management, Yuan Ze University, Chinese Culture University - Department of Banking and Finance and National Taiwan University - The Department and Graduate Institute of Accounting
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Abstract:

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Range-based and return-based estimators, risk management, option pricing, market risk capital requirements