Use of binomial group testing in tests of hypotheses for classification or quantitative covariables MC Hung, WH Swallow Biometrics 56 (1), 204-212, 2000 | 25 | 2000 |
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 | 23 | 2003 |
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 | 15 | 2005 |
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 | 12 | 2021 |
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 | 7 | 2016 |
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 | 7 | 2010 |
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 | 4 | 2021 |
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 | 3 | 2012 |
Optimal Pension Fund Management with Foreign Investment in a Stochastic Environment ML Tang, TP Wu, MC Hung Mathematics 10 (14), 2468, 2022 | 2 | 2022 |
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 | 2 | 2021 |
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 | 2 | 2021 |
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 | 2 | 2021 |
A multinomial tree model for pricing credit default swap options YP Chang, MC Hung, YC Ko Computational Statistics 26, 95-120, 2011 | 2 | 2011 |
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 | 1 | 2022 |
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 | 1 | 2013 |
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 | 1 | 2007 |
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 | 1 | 2003 |
Value-at-Risk Estimation of Long Memory Data YP Chang, MC Hung, YH Lin | | |