Chun-Sung (Sam) Huang

Chun-Sung (Sam) Huang

University of Cape Town - Cape Town / South Africa
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4643846
Universiteit van Kaapstad
person_outline Chun-Sung (Sam) Huang's MOST POPULAR ARTICLES
1-) Extreme risk, value-at-risk and expected shortfall in the gold marketK Chinhamu, CK Huang, CS Huang, D ChikobvuInternational Business & Economics Research Journal (IBER) 14 (1), 107-122, 2015332015
2-) Generalized hyperbolic distributions and value-at-risk estimation for the South African mining indexCK Huang, K Chinhamu, CS Huang, J HammujuddyInternational Business & Economics Research Journal (IBER) 13 (2), 319-328, 2014232014
3-) Empirical Analyses of Extreme Value Models for the South African Mining IndexCK Huang, CS Huang, J HammujuddySouth African Journal of Economics, 201422*2014
4-) The performance of linear versus non-linear models in forecasting returns on the Johannesburg Stock ExchangeM Van Gysen, CS Huang, R KrugerThe International Business & Economics Research Journal (Online) 12 (8), 985, 2013172013
5-) Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansionsCS Huang, JG O’Hara, S MataramvuraJournal of Computational and Applied Mathematics 311, 230-238, 2017162017