Hung-Wen Cheng

Hung-Wen Cheng

Soochow University Taiwan - Sylhet / Taiwan
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5167612
台湾东吴大学
person_outline Hung-Wen Cheng's MOST POPULAR ARTICLES
1-) Information environment and investor behaviorYC Chang, HW ChengJournal of Banking & Finance 59, 250-264, 2015242015
2-) Jump variance risk: Evidence from option valuation and stock returnsHL Chang, YC Chang, HW Cheng, PH Peng, K TsengJournal of Futures Markets 39 (7), 890-915, 201992019
3-) A note on mean squared prediction error under the unit root model with deterministic trendSH Yu, CC Lin, HW ChengJournal of Time Series Analysis 33 (2), 276-286, 201282012
4-) Price bounds of mortality-linked security in incomplete insurance marketYL Huang, JT Tsai, SS Yang, HW ChengInsurance: Mathematics and Economics 55, 30-39, 201462014
5-) Cryptocurrency Momentum and VIX premiumHL Chang, WY Nie, LH Chang, HW Cheng, KC YenFinance Research Letters 57, 104196, 202352023