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Ming-Chin Hung
Ming-Chin Hung
Department of Financial Engineering and Actuarial Mathematics, Soochow University
在 scu.edu.tw 的电子邮件经过验证
标题
引用次数
引用次数
年份
Use of binomial group testing in tests of hypotheses for classification or quantitative covariables
MC Hung, WH Swallow
Biometrics 56 (1), 204-212, 2000
252000
Nonparametric estimation for risk in value-at-risk estimator
YP Chang, MC Hung, YF Wu
Communications in Statistics-Simulation and Computation 32 (4), 1041-1064, 2003
232003
Testing symmetry of a NIG distribution
YP Chang, MC Hung, H Liu, JF Jan
Communications in Statistics—Simulation and Computation® 34 (4), 851-862, 2005
152005
Identification of the critical factors for global supply chain management under the COVID-19 outbreak via a fusion intelligent decision support system
KH Hu, FH Chen, MF Hsu, S Yao, MC Hung
Axioms 10 (2), 61, 2021
122021
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
YL Hsu, SK Lin, MC Hung, TH Huang
Economic Modelling 54, 260-275, 2016
72016
An EM algorithm for multivariate NIG distribution and its application to value-at-risk
YP Chang, SF WANG, MC HUNG, CT Yu
International journal of information and management sciences 21 (3), 265-283, 2010
72010
Multi-asset allocation of exchange traded funds: Application of Black–Litterman model
ML Tang, FY Wu, MC Hung
Investment Analysts Journal 50 (4), 273-293, 2021
42021
Liquidity cost of market orders in the Taiwan Stock Market: A study based on an order-driven agent-based artificial stock market
YP Huang, SH Chen, MC Hung, T Yu
International Review of Financial Analysis 23, 72-80, 2012
32012
Optimal Pension Fund Management with Foreign Investment in a Stochastic Environment
ML Tang, TP Wu, MC Hung
Mathematics 10 (14), 2468, 2022
22022
Impact of COVID-19 on the Robustness of the Probability of Default Estimation Model
MC Hung, YK Ching, SK Lin
Mathematics 9 (23), 3087, 2021
22021
An approach to critical success factors in designing cloud-based application solutions
SJ Yang, ZL Lai, MC Hung
2021 IEEE/ACIS 20th International Fall Conference on Computer and …, 2021
22021
Goodness-of-Fit of Logistic Regression of the Default Rate on GDP Growth Rate and on CDX Indices
KH Hu, SK Lin, YK Ching, MC Hung
Mathematics 9 (16), 1930, 2021
22021
A multinomial tree model for pricing credit default swap options
YP Chang, MC Hung, YC Ko
Computational Statistics 26, 95-120, 2011
22011
A Fusion Decision-Making Architecture for COVID-19 Crisis Analysis and Management
KH Hu, C Dong, FH Chen, SJ Lin, MC Hung
Electronics 11 (11), 1793, 2022
12022
Measuring Customer Retention in the B2C Electronic Business: An Empirical Study
EY Huang, C Tsui, WK Kuan, HS Chen, M Hung
2013 46th Hawaii International Conference on System Sciences, 2900-2907, 2013
12013
Analytical approximation method of collateralized debt obligation pricing in one-factor models
YP Chang, MC Hung, CC Liu
2007 International Conference on Convergence Information Technology (ICCIT …, 2007
12007
Estimating the risk of value at risk-the case of Taiwan weighted stock index and TWD/USD exchange rate
YP Chang, MC Hung, YF Wu
Journal of Risk Management 5, 195-214, 2003
12003
Value-at-Risk Estimation of Long Memory Data
YP Chang, MC Hung, YH Lin
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