Hing Hung

University of Technology Sydney (UTS) - School of Finance and Economics

Haymarket

Sydney, NSW 2007

Australia

http://www.business.uts.edu.au/finance/

SCHOLARLY PAPERS

2

DOWNLOADS

203

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

The Volatility Structure of the Fixed Income Market Under the Hjm Framework: A Nonlinear Filtering Approach

Computational Statistics and Data Analysis, Vol. 53, Issue 6, pp. 2075-2088
Number of pages: 31 Posted: 02 May 2006 Last Revised: 30 Aug 2011
Carl Chiarella, Hing Hung and Thuy Duong To
University of Technology, Sydney - UTS Business School, Finance Discipline Group, University of Technology Sydney (UTS) - School of Finance and Economics and University of New South Wales, Sydney
Downloads 138 (211,066)
Citation 3

Abstract:

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term structure, Heath-Jarrow-Morton, local linearization, filtering

2.

Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations

Quantitative Finance Research Centre Research Paper Number No. 146
Number of pages: 33 Posted: 02 May 2006
Bielefeld University - Department of Business Administration and Economics, University of Technology, Sydney - UTS Business School, Finance Discipline Group, Bielefeld University - Department of Business Administration and Economics and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 65 (345,529)
Citation 7

Abstract:

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DAS-DAD dynamics, wage and price Phillips curves, real interest effects, real wage effects, (in)stability, persistent business cycles, complex dynamics